+91.0%
EFV vs VT
+74.4%
+16.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +2.1% | -0.1% | +2.3% | +2.2% |
| 30D | +3.1% | -3.1% | +6.1% | +5.5% |
| 3M | -1.3% | -3.5% | +2.2% | +1.4% |
| 6M | +6.0% | +0.5% | +5.5% | +5.3% |
| YTD | +15.8% | +10.8% | +5.1% | +6.5% |
| 1Y | +21.1% | +11.9% | +9.2% | +10.4% |
| 3Y | +91.0% | +73.0% | +18.0% | +18.4% |
| All | +91.0% | +74.4% | +16.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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