+2,397.0%
VRT vs EFV
+117.9%
+2,279.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.3% |
| 7D | -7.7% | -2.0% | -5.7% | -5.5% |
| 30D | -12.0% | -0.2% | -11.8% | -11.7% |
| 3M | -11.7% | +9.1% | -20.8% | -19.7% |
| 6M | -8.1% | +11.7% | -19.8% | -18.2% |
| YTD | +53.2% | +17.0% | +36.2% | +30.4% |
| 1Y | +81.7% | +26.7% | +54.9% | +42.3% |
| 3Y | +535.3% | +90.2% | +445.1% | +226.8% |
| 5Y | +916.4% | +96.1% | +820.3% | +411.7% |
| All | +2,397.0% | +117.9% | +2,279.1% | +838.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling