+258.3%
EFV vs VO
+617.4%
-359.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +1.7% | -0.3% | +2.1% | +2.0% |
| 3M | +8.6% | +2.9% | +5.7% | +5.8% |
| 6M | +11.7% | +9.3% | +2.3% | +3.1% |
| YTD | +19.3% | +14.2% | +5.1% | +5.9% |
| 1Y | +30.2% | +15.3% | +15.0% | +14.5% |
| 3Y | +91.6% | +56.2% | +35.3% | +26.5% |
| 5Y | +96.4% | +42.4% | +54.0% | +37.9% |
| 10Y | +166.5% | +194.7% | -28.3% | -9.2% |
| All | +258.3% | +617.4% | -359.1% | -48.3% |
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