+96.1%
EFV vs VIG
+61.5%
+34.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -2.0% | -2.2% | +0.2% | -0.2% |
| 30D | -0.2% | -3.2% | +3.0% | +2.5% |
| 3M | +9.1% | +3.0% | +6.1% | +6.5% |
| 6M | +11.7% | +8.1% | +3.6% | +4.9% |
| YTD | +17.0% | +9.1% | +8.0% | +9.2% |
| 1Y | +26.7% | +12.6% | +14.1% | +15.2% |
| 3Y | +90.2% | +55.4% | +34.8% | +32.6% |
| 5Y | +96.1% | +62.8% | +33.3% | +30.1% |
| All | +96.1% | +61.5% | +34.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling