+343.9%
EFO vs VT
+547.0%
-203.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.2% |
| 30D | +1.1% | +1.0% | +0.1% | -0.6% |
| 3M | +7.8% | +2.4% | +5.4% | +3.8% |
| 6M | +13.2% | +12.0% | +1.2% | -6.0% |
| YTD | +23.6% | +15.3% | +8.3% | -2.2% |
| 1Y | +38.3% | +22.6% | +15.7% | -1.6% |
| 3Y | +110.5% | +74.7% | +35.8% | -17.5% |
| 5Y | +50.5% | +66.1% | -15.6% | -32.0% |
| 10Y | +176.0% | +225.0% | -49.1% | -58.1% |
| All | +343.9% | +547.0% | -203.1% | -78.5% |
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