+95.7%
EFV vs VLTO
+56.1%
+39.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | +1.7% | +2.0% | -0.3% | +1.4% |
| 30D | +3.4% | +21.8% | -18.4% | -0.5% |
| 3M | -1.7% | +20.2% | -21.9% | -5.3% |
| 6M | +6.4% | +36.3% | -29.9% | -0.4% |
| YTD | +16.3% | +18.8% | -2.6% | +12.2% |
| 1Y | +22.9% | +20.4% | +2.5% | +18.1% |
| 3Y | +92.8% | +71.9% | +20.9% | +74.1% |
| All | +95.7% | +56.1% | +39.6% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling