+90.4%
EFV vs VLTO
+70.6%
+19.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +2.5% | +1.0% | +1.5% | +2.3% |
| 30D | +2.9% | +17.5% | -14.6% | -0.4% |
| 3M | -1.4% | +21.4% | -22.8% | -5.3% |
| 6M | +5.5% | +38.1% | -32.6% | -1.8% |
| YTD | +16.1% | +19.0% | -3.0% | +11.9% |
| 1Y | +20.3% | +20.7% | -0.4% | +15.4% |
| 3Y | +90.4% | +64.3% | +26.1% | +75.0% |
| All | +90.4% | +70.6% | +19.8% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling