+117.5%
EFG vs VT
+223.7%
-106.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +1.0% |
| 7D | +0.8% | +0.4% | +0.5% | +0.5% |
| 30D | -0.2% | -2.6% | +2.4% | +2.3% |
| 3M | -4.9% | -3.2% | -1.7% | -1.8% |
| 6M | -1.3% | +0.9% | -2.2% | -2.0% |
| YTD | +6.2% | +11.3% | -5.1% | -3.5% |
| 1Y | +7.5% | +14.0% | -6.5% | -4.4% |
| 3Y | +44.9% | +75.8% | -31.0% | -13.6% |
| 5Y | +15.3% | +57.8% | -42.5% | -24.2% |
| 10Y | +117.5% | +219.8% | -102.3% | -24.2% |
| All | +117.5% | +223.7% | -106.2% | -24.2% |
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