+23.6%
VRT vs EFV
+19.5%
+4.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.1% |
| 7D | +10.5% | +2.5% | +8.0% | +6.8% |
| 30D | -9.3% | +2.9% | -12.2% | -13.2% |
| 3M | -29.6% | -1.4% | -28.2% | -27.7% |
| 6M | -45.4% | +5.5% | -50.9% | -50.0% |
| YTD | +24.8% | +16.1% | +8.7% | -1.9% |
| 1Y | +23.6% | +20.3% | +3.3% | -7.5% |
| All | +23.6% | +19.5% | +4.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling