+644.6%
VRT vs EFV
+92.7%
+551.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.6% |
| 7D | +13.6% | +1.0% | +12.6% | +12.1% |
| 30D | +6.8% | +0.2% | +6.6% | +6.5% |
| 3M | -3.2% | +9.6% | -12.8% | -14.6% |
| 6M | +20.3% | +14.0% | +6.3% | +1.1% |
| YTD | +79.6% | +18.5% | +61.1% | +44.8% |
| 1Y | +139.0% | +27.9% | +111.1% | +75.4% |
| 3Y | +644.6% | +92.4% | +552.2% | +227.1% |
| All | +644.6% | +92.7% | +551.9% | +227.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling