+94.6%
EFV vs VLTO
+55.4%
+39.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +2.0% | +18.7% | -16.7% | -1.4% |
| 3M | -1.6% | +21.7% | -23.3% | -5.5% |
| 6M | +5.8% | +35.8% | -30.1% | -1.0% |
| YTD | +15.6% | +18.3% | -2.6% | +11.7% |
| 1Y | +19.0% | +20.9% | -1.9% | +14.1% |
| 3Y | +90.7% | +68.8% | +21.8% | +72.6% |
| All | +94.6% | +55.4% | +39.3% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling