+315.0%
EFC vs VT
+405.8%
-90.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +2.7% | +1.0% | +1.7% | +2.0% |
| 3M | +2.5% | +2.4% | +0.2% | +0.6% |
| 6M | +17.2% | +12.0% | +5.2% | +7.7% |
| YTD | +7.4% | +15.3% | -7.9% | -3.5% |
| 1Y | +10.6% | +22.6% | -12.0% | -5.2% |
| 3Y | +46.8% | +74.7% | -27.8% | -2.8% |
| 5Y | +35.6% | +66.1% | -30.5% | -7.4% |
| 10Y | +141.1% | +225.0% | -83.9% | +15.1% |
| All | +315.0% | +405.8% | -90.8% | +70.9% |
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