+318.7%
EFOR vs VT
+356.1%
-37.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -13.5% | -1.6% | -11.9% | -11.8% |
| 30D | 0.0% | -2.5% | +2.5% | +3.1% |
| 3M | +14.9% | -1.3% | +16.2% | +16.5% |
| 6M | +61.7% | +3.1% | +58.6% | +53.7% |
| YTD | -28.9% | +10.9% | -39.8% | -38.8% |
| 1Y | -22.9% | +12.1% | -35.0% | -34.5% |
| 3Y | -59.9% | +73.9% | -133.8% | -81.0% |
| 5Y | -72.0% | +58.0% | -130.0% | -84.7% |
| 10Y | -1.0% | +225.5% | -226.4% | -77.7% |
| All | +318.7% | +356.1% | -37.4% | -38.8% |
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