-51.4%
VG vs EFV
+55.2%
-106.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | -0.1% |
| 7D | -22.0% | -0.7% | -21.4% | -22.0% |
| 30D | -11.6% | +0.9% | -12.5% | -11.5% |
| 3M | -14.9% | -3.6% | -11.3% | -15.1% |
| 6M | -3.5% | +2.5% | -6.1% | -3.5% |
| YTD | +70.0% | +13.2% | +56.8% | +53.7% |
| 1Y | +50.0% | +20.3% | +29.7% | +25.4% |
| All | -51.4% | +55.2% | -106.6% | -65.5% |
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