+2,010.2%
VRT vs EFV
+115.3%
+1,894.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.7% |
| 7D | +18.6% | +0.7% | +17.9% | +17.8% |
| 30D | -11.7% | +2.0% | -13.7% | -13.8% |
| 3M | -27.3% | -1.6% | -25.6% | -26.1% |
| 6M | -42.9% | +5.8% | -48.6% | -46.4% |
| YTD | +29.5% | +15.6% | +13.8% | +11.4% |
| 1Y | +21.0% | +19.0% | +2.1% | +1.1% |
| 3Y | +403.1% | +90.7% | +312.4% | +156.8% |
| 5Y | +688.8% | +92.8% | +596.0% | +303.3% |
| All | +2,010.2% | +115.3% | +1,894.9% | +701.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling