+175.9%
EFV vs VIG
+617.8%
-441.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.4% |
| 30D | +0.2% | -2.1% | +2.3% | +2.5% |
| 3M | +9.6% | +3.3% | +6.3% | +5.7% |
| 6M | +14.0% | +9.3% | +4.8% | +3.5% |
| YTD | +18.5% | +10.1% | +8.3% | +6.6% |
| 1Y | +27.9% | +14.7% | +13.2% | +10.0% |
| 3Y | +92.4% | +56.9% | +35.5% | +15.8% |
| 5Y | +97.2% | +62.9% | +34.2% | +12.1% |
| 10Y | +163.0% | +241.3% | -78.3% | -40.7% |
| All | +175.9% | +617.8% | -441.9% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling