+131.6%
EFG vs VT
+345.0%
-213.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | 0.0% |
| 7D | -3.7% | -4.2% | +0.5% | +0.4% |
| 30D | -4.2% | -5.8% | +1.6% | +1.5% |
| 3M | -7.0% | -5.2% | -1.8% | -2.0% |
| 6M | -2.2% | +0.1% | -2.3% | -2.1% |
| YTD | +2.6% | +8.2% | -5.6% | -4.4% |
| 1Y | +3.4% | +10.1% | -6.7% | -5.3% |
| 3Y | +39.4% | +69.7% | -30.2% | -15.7% |
| 5Y | +11.4% | +53.4% | -42.0% | -25.7% |
| 10Y | +112.7% | +219.2% | -106.5% | -31.0% |
| All | +131.6% | +345.0% | -213.4% | -46.4% |
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