+165.6%
EFV vs VIG
+250.0%
-84.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -0.8% | -1.1% | +0.3% | +0.1% |
| 30D | +0.6% | -2.7% | +3.4% | +3.1% |
| 3M | +7.5% | +2.5% | +5.0% | +5.2% |
| 6M | +13.0% | +9.2% | +3.8% | +4.9% |
| YTD | +18.3% | +9.8% | +8.5% | +9.3% |
| 1Y | +26.7% | +12.4% | +14.3% | +14.7% |
| 3Y | +89.6% | +55.9% | +33.7% | +28.8% |
| 5Y | +98.2% | +63.9% | +34.3% | +28.0% |
| All | +165.6% | +250.0% | -84.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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