+248.7%
EFV vs VO
+616.2%
-367.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | +3.1% | -0.6% | -0.2% |
| 30D | +2.9% | +2.2% | +0.7% | +0.9% |
| 3M | -1.4% | -2.5% | +1.1% | +0.7% |
| 6M | +5.5% | +7.0% | -1.4% | -0.8% |
| YTD | +16.1% | +14.0% | +2.1% | +3.1% |
| 1Y | +20.3% | +15.6% | +4.6% | +5.4% |
| 3Y | +90.4% | +66.2% | +24.3% | +18.9% |
| 5Y | +93.5% | +36.6% | +56.9% | +41.2% |
| 10Y | +161.5% | +199.0% | -37.5% | -12.2% |
| All | +248.7% | +616.2% | -367.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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