+165.4%
EFV vs VT
+345.0%
-179.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +2.3% |
| 7D | +0.3% | -4.2% | +4.5% | +4.6% |
| 30D | +1.2% | -5.8% | +7.0% | +7.3% |
| 3M | -2.1% | -5.2% | +3.2% | +3.2% |
| 6M | +6.4% | +0.1% | +6.3% | +5.9% |
| YTD | +14.8% | +8.2% | +6.6% | +5.6% |
| 1Y | +22.4% | +10.1% | +12.3% | +10.5% |
| 3Y | +86.6% | +69.7% | +16.9% | +7.3% |
| 5Y | +90.4% | +53.4% | +37.0% | +20.2% |
| 10Y | +164.4% | +219.2% | -54.8% | -24.3% |
| All | +165.4% | +345.0% | -179.6% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling