+16.9%
EFC vs VT
+53.2%
-36.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | +0.4% |
| 7D | -1.8% | -4.2% | +2.4% | +1.8% |
| 30D | -0.4% | -5.8% | +5.4% | +4.6% |
| 3M | -10.4% | -5.2% | -5.2% | -6.4% |
| 6M | -6.9% | +0.1% | -7.0% | -7.4% |
| YTD | -6.4% | +8.2% | -14.6% | -13.2% |
| 1Y | -5.2% | +10.1% | -15.3% | -13.5% |
| 3Y | +30.4% | +69.7% | -39.2% | -21.3% |
| 5Y | +16.9% | +53.4% | -36.5% | -26.9% |
| All | +16.9% | +53.2% | -36.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling