+151.3%
EFSI vs VT
+222.7%
-71.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | +4.0% | +1.0% | +3.1% | +3.9% |
| 3M | +3.6% | +2.4% | +1.2% | +3.1% |
| 6M | +21.9% | +12.0% | +9.9% | +19.5% |
| YTD | +7.8% | +15.3% | -7.5% | +5.2% |
| 1Y | +17.2% | +22.6% | -5.4% | +13.3% |
| 3Y | +46.1% | +74.7% | -28.5% | +35.1% |
| 5Y | +46.2% | +66.1% | -20.0% | +35.9% |
| All | +151.3% | +222.7% | -71.5% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling