+90.5%
EFV vs VLTO
+54.8%
+35.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.7% | +5.4% | -6.0% | -1.7% |
| 30D | +0.9% | +22.3% | -21.4% | -3.1% |
| 3M | -3.6% | +19.6% | -23.2% | -7.0% |
| 6M | +2.5% | +35.2% | -32.6% | -3.9% |
| YTD | +13.2% | +17.9% | -4.7% | +9.4% |
| 1Y | +20.3% | +19.5% | +0.8% | +15.8% |
| 3Y | +84.9% | +73.9% | +11.0% | +66.6% |
| All | +90.5% | +54.8% | +35.7% | +74.9% |
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