-75.7%
EFZ vs VOO
+798.5%
-874.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.4% | -0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.0% |
| 30D | -1.3% | -3.3% | +2.0% | -4.0% |
| 3M | +4.6% | -2.4% | +7.0% | +2.8% |
| 6M | -0.8% | +2.6% | -3.4% | +2.3% |
| YTD | -7.7% | +11.3% | -19.0% | +3.2% |
| 1Y | -11.3% | +13.4% | -24.7% | +1.1% |
| 3Y | -31.7% | +80.3% | -112.0% | +22.6% |
| 5Y | -23.0% | +72.7% | -95.7% | +40.6% |
| 10Y | -57.4% | +310.0% | -367.5% | +115.1% |
| All | -75.7% | +798.5% | -874.2% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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