+43.4%
EFO vs VT
+57.5%
-14.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.3% |
| 7D | +2.1% | -0.1% | +2.3% | +2.6% |
| 30D | +1.1% | -3.1% | +4.2% | +7.2% |
| 3M | -8.6% | -3.5% | -5.1% | -2.1% |
| 6M | 0.0% | +0.5% | -0.5% | -0.1% |
| YTD | +13.0% | +10.8% | +2.2% | -4.3% |
| 1Y | +17.8% | +11.9% | +5.9% | -1.9% |
| 3Y | +110.3% | +73.0% | +37.3% | -18.8% |
| 5Y | +43.4% | +58.6% | -15.2% | -33.4% |
| All | +43.4% | +57.5% | -14.2% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling