-80.0%
EFZ vs VT
+363.9%
-443.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.9% |
| 7D | -2.0% | -0.3% | -1.7% | -2.3% |
| 30D | -1.1% | -1.4% | +0.3% | -2.4% |
| 3M | +2.5% | -1.4% | +3.9% | +1.4% |
| 6M | -4.6% | +5.5% | -10.1% | +1.5% |
| YTD | -8.3% | +12.8% | -21.1% | +5.4% |
| 1Y | -11.8% | +15.4% | -27.2% | +3.9% |
| 3Y | -31.2% | +76.9% | -108.1% | +28.9% |
| 5Y | -23.4% | +60.4% | -83.8% | +38.6% |
| 10Y | -58.4% | +232.8% | -291.2% | +84.3% |
| All | -80.0% | +363.9% | -443.9% | +112.2% |
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