+137.9%
VGT vs EFV
+95.9%
+42.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.6% |
| 30D | -0.4% | +0.6% | -1.1% | -1.1% |
| 3M | +4.4% | +7.5% | -3.1% | -2.5% |
| 6M | +32.1% | +13.0% | +19.0% | +17.6% |
| YTD | +28.8% | +18.3% | +10.5% | +9.5% |
| 1Y | +35.3% | +26.7% | +8.6% | +7.7% |
| 3Y | +124.8% | +89.6% | +35.2% | +20.0% |
| All | +137.9% | +95.9% | +42.0% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling