+144.9%
EFV vs VEU
+190.9%
-46.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +1.0% | +1.7% | -0.7% | -0.7% |
| 30D | +0.2% | +1.0% | -0.8% | -0.8% |
| 3M | +9.6% | +5.6% | +4.0% | +3.5% |
| 6M | +14.0% | +13.7% | +0.4% | -0.2% |
| YTD | +18.5% | +17.7% | +0.7% | +0.1% |
| 1Y | +27.9% | +25.8% | +2.1% | +1.1% |
| 3Y | +92.4% | +77.1% | +15.3% | +8.0% |
| 5Y | +97.2% | +57.1% | +40.0% | +24.3% |
| 10Y | +163.0% | +149.8% | +13.2% | +4.4% |
| All | +144.9% | +190.9% | -46.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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