-57.5%
EFZ vs VT
+224.5%
-282.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -0.5% | +0.4% | -1.0% | -0.1% |
| 30D | 0.0% | +1.0% | -1.0% | +1.0% |
| 3M | -3.8% | +2.4% | -6.1% | -1.2% |
| 6M | -6.7% | +12.0% | -18.7% | +4.9% |
| YTD | -11.1% | +15.3% | -26.5% | +3.0% |
| 1Y | -15.9% | +22.6% | -38.5% | +3.3% |
| 3Y | -30.8% | +74.7% | -105.4% | +22.1% |
| 5Y | -25.7% | +66.1% | -91.9% | +33.0% |
| All | -57.5% | +224.5% | -282.0% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling