-8.9%
EFZ vs VT
+10.7%
-19.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | -1.3% |
| 7D | +1.4% | -4.2% | +5.6% | -2.7% |
| 30D | +1.8% | -5.8% | +7.6% | -4.1% |
| 3M | +6.1% | -5.2% | +11.3% | +0.8% |
| 6M | -0.6% | +0.1% | -0.7% | +1.1% |
| YTD | -5.7% | +8.2% | -13.9% | +5.3% |
| 1Y | -8.9% | +10.1% | -19.0% | +3.5% |
| All | -8.9% | +10.7% | -19.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling