+151.2%
EFIV vs VT
+116.5%
+34.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -0.4% |
| 7D | -4.7% | -4.2% | -0.6% | -0.5% |
| 30D | -6.7% | -5.8% | -0.9% | -0.9% |
| 3M | -5.9% | -5.2% | -0.7% | -0.7% |
| 6M | +1.5% | +0.1% | +1.4% | +1.2% |
| YTD | +7.4% | +8.2% | -0.8% | -1.2% |
| 1Y | +9.8% | +10.1% | -0.3% | -0.8% |
| 3Y | +72.4% | +69.7% | +2.7% | 0.0% |
| 5Y | +68.8% | +53.4% | +15.5% | +8.7% |
| All | +151.2% | +116.5% | +34.7% | +14.1% |
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