-39.3%
VG vs EFV
+63.5%
-102.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +1.5% | +0.2% | +1.9% |
| 30D | +16.0% | +1.7% | +14.3% | +16.2% |
| 3M | +9.7% | +8.6% | +1.1% | +10.2% |
| 6M | +29.6% | +11.7% | +17.9% | +29.8% |
| YTD | +112.0% | +19.3% | +92.7% | +92.6% |
| 1Y | +12.8% | +30.2% | -17.4% | -7.4% |
| All | -39.3% | +63.5% | -102.9% | -56.7% |
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