+204.6%
EFNL vs VT
+353.1%
-148.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -0.5% | -2.3% | +1.8% | +1.7% |
| 30D | -6.1% | -5.0% | -1.1% | -1.5% |
| 3M | -5.7% | -4.9% | -0.9% | -1.2% |
| 6M | -9.9% | -1.5% | -8.3% | -8.4% |
| YTD | +4.2% | +8.5% | -4.2% | -3.2% |
| 1Y | +11.0% | +11.4% | -0.4% | +0.5% |
| 3Y | +68.7% | +70.1% | -1.3% | +1.2% |
| 5Y | +23.4% | +53.7% | -30.3% | -18.5% |
| 10Y | +126.9% | +220.0% | -93.1% | -28.9% |
| All | +204.6% | +353.1% | -148.5% | -37.6% |
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