+40.8%
EFSC vs VT
+53.2%
-12.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +0.8% |
| 7D | -0.3% | -4.2% | +3.9% | +3.1% |
| 30D | +4.5% | -5.8% | +10.3% | +9.5% |
| 3M | -6.4% | -5.2% | -1.1% | -2.4% |
| 6M | +6.3% | +0.1% | +6.1% | +5.3% |
| YTD | +17.3% | +8.2% | +9.1% | +8.7% |
| 1Y | +18.4% | +10.1% | +8.3% | +8.1% |
| 3Y | +78.8% | +69.7% | +9.2% | +15.0% |
| 5Y | +40.8% | +53.4% | -12.6% | -3.3% |
| All | +40.8% | +53.2% | -12.4% | -3.3% |
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