-72.2%
EFOR vs VT
+53.2%
-125.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +0.7% |
| 7D | -4.0% | -4.2% | +0.2% | +0.7% |
| 30D | -1.2% | -5.8% | +4.6% | +5.5% |
| 3M | +12.3% | -5.2% | +17.6% | +19.1% |
| 6M | +69.1% | +0.1% | +68.9% | +67.1% |
| YTD | -26.2% | +8.2% | -34.5% | -33.6% |
| 1Y | -21.0% | +10.1% | -31.1% | -30.4% |
| 3Y | -58.4% | +69.7% | -128.1% | -78.9% |
| 5Y | -72.2% | +53.4% | -125.6% | -83.2% |
| All | -72.2% | +53.2% | -125.4% | -83.2% |
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