-70.9%
EFOR vs VT
+66.2%
-137.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +1.9% | +0.4% | +1.4% | +1.4% |
| 30D | +2.9% | +1.0% | +1.9% | +1.8% |
| 3M | +58.0% | +2.4% | +55.6% | +53.2% |
| 6M | -22.4% | +12.0% | -34.4% | -32.2% |
| YTD | -32.4% | +15.3% | -47.8% | -43.2% |
| 1Y | -37.9% | +22.6% | -60.5% | -51.5% |
| 3Y | -60.6% | +74.7% | -135.2% | -80.4% |
| All | -70.9% | +66.2% | -137.1% | -84.4% |
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