+75.4%
VEA vs EFV
+90.2%
-14.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | 0.0% |
| 7D | -1.5% | -0.8% | -0.6% | -0.6% |
| 30D | -0.8% | +0.6% | -1.5% | -1.5% |
| 3M | +2.5% | +7.5% | -5.1% | -4.8% |
| 6M | +11.1% | +13.0% | -1.9% | -1.7% |
| YTD | +17.2% | +18.3% | -1.1% | -0.9% |
| 1Y | +24.5% | +26.7% | -2.2% | -1.6% |
| 3Y | +75.4% | +89.6% | -14.1% | -7.2% |
| All | +75.4% | +90.2% | -14.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling