+2,545.5%
VRT vs EFV
+118.6%
+2,427.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -8.6% |
| 7D | +2.4% | -0.5% | +2.9% | +3.1% |
| 30D | -2.7% | 0.0% | -2.7% | -2.6% |
| 3M | -9.2% | +8.4% | -17.6% | -16.8% |
| 6M | -0.5% | +12.3% | -12.9% | -12.0% |
| YTD | +62.3% | +17.4% | +44.9% | +37.7% |
| 1Y | +109.6% | +27.1% | +82.4% | +63.5% |
| 3Y | +573.1% | +90.7% | +482.4% | +245.0% |
| 5Y | +953.6% | +95.6% | +858.0% | +431.1% |
| All | +2,545.5% | +118.6% | +2,427.0% | +890.6% |
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