+72.2%
EFIV vs VT
+69.7%
+2.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -2.9% | -2.3% | -0.6% | -0.6% |
| 30D | -6.2% | -5.0% | -1.3% | -1.4% |
| 3M | -5.5% | -4.9% | -0.7% | -0.7% |
| 6M | 0.0% | -1.5% | +1.6% | +1.5% |
| YTD | +7.7% | +8.5% | -0.8% | -1.1% |
| 1Y | +11.1% | +11.4% | -0.3% | -0.8% |
| 3Y | +72.2% | +70.1% | +2.1% | +1.3% |
| All | +72.2% | +69.7% | +2.5% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling