+261.8%
EFC vs VT
+374.7%
-112.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -0.1% |
| 7D | -1.8% | -4.2% | +2.4% | +1.3% |
| 30D | -0.4% | -5.8% | +5.4% | +3.9% |
| 3M | -10.4% | -5.2% | -5.2% | -6.9% |
| 6M | -6.9% | +0.1% | -7.0% | -7.3% |
| YTD | -6.4% | +8.2% | -14.6% | -12.0% |
| 1Y | -5.2% | +10.1% | -15.3% | -12.1% |
| 3Y | +30.4% | +69.7% | -39.2% | -11.9% |
| 5Y | +16.9% | +53.4% | -36.5% | -15.5% |
| 10Y | +134.3% | +219.2% | -84.9% | +15.2% |
| All | +261.8% | +374.7% | -112.9% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling