+51.8%
VG vs EFV
+25.8%
+26.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.1% | -10.8% | -2.7% |
| 7D | -16.4% | +2.9% | -19.3% | -12.1% |
| 30D | -10.8% | +3.6% | -14.4% | -5.3% |
| 3M | -6.3% | -0.1% | -6.2% | -6.0% |
| 6M | -12.5% | +9.6% | -22.1% | +4.1% |
| YTD | +76.9% | +17.0% | +59.9% | +98.3% |
| 1Y | +51.8% | +25.7% | +26.1% | +55.3% |
| All | +51.8% | +25.8% | +26.0% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling