+304.8%
EFSI vs VT
+345.0%
-40.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.9% |
| 7D | -0.9% | -4.2% | +3.3% | -0.4% |
| 30D | -0.2% | -5.8% | +5.6% | +0.4% |
| 3M | +13.4% | -5.2% | +18.6% | +14.0% |
| 6M | +27.9% | +0.1% | +27.7% | +27.8% |
| YTD | +17.5% | +8.2% | +9.3% | +16.4% |
| 1Y | +30.1% | +10.1% | +20.0% | +28.7% |
| 3Y | +65.3% | +69.7% | -4.4% | +56.8% |
| 5Y | +55.7% | +53.4% | +2.4% | +48.7% |
| 10Y | +167.8% | +219.2% | -51.4% | +138.5% |
| All | +304.8% | +345.0% | -40.2% | +212.5% |
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