+120.5%
EFC vs VT
+221.8%
-101.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.2% |
| 7D | -1.3% | +2.4% | -3.7% | -3.5% |
| 30D | -3.9% | -1.5% | -2.4% | -2.6% |
| 3M | -16.2% | -4.1% | -12.1% | -13.0% |
| 6M | -12.0% | +0.6% | -12.6% | -12.9% |
| YTD | -9.5% | +11.0% | -20.5% | -18.7% |
| 1Y | -8.1% | +13.3% | -21.5% | -19.2% |
| 3Y | +28.5% | +73.4% | -44.8% | -26.1% |
| 5Y | +16.3% | +57.4% | -41.1% | -26.8% |
| All | +120.5% | +221.8% | -101.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling