+30.2%
EFV vs VLTO
-8.3%
+38.5%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.5% | -2.3% | +3.8% | +1.6% |
| 30D | +1.7% | -0.9% | +2.6% | +1.8% |
| 3M | +8.6% | +13.8% | -5.2% | +7.2% |
| 6M | +11.7% | +2.0% | +9.7% | +11.7% |
| YTD | +19.3% | -3.2% | +22.5% | +20.0% |
| 1Y | +30.2% | -9.2% | +39.4% | +32.6% |
| All | +30.2% | -8.3% | +38.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling