-74.9%
EFZ vs VOO
+777.9%
-852.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.2% |
| 7D | +1.3% | -2.7% | +4.0% | -1.0% |
| 30D | +1.6% | -5.4% | +6.9% | -3.2% |
| 3M | +6.6% | -4.1% | +10.7% | +3.1% |
| 6M | +3.3% | +0.7% | +2.6% | +4.8% |
| YTD | -4.9% | +8.7% | -13.6% | +4.1% |
| 1Y | -7.8% | +11.0% | -18.8% | +2.9% |
| 3Y | -29.0% | +75.5% | -104.5% | +24.3% |
| 5Y | -20.5% | +68.4% | -88.8% | +41.8% |
| 10Y | -56.9% | +315.7% | -372.6% | +122.4% |
| All | -74.9% | +777.9% | -852.8% | +289.5% |
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