+953.6%
VRT vs EFV
+95.4%
+858.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -8.3% |
| 7D | +2.4% | -0.5% | +2.9% | +3.3% |
| 30D | -2.7% | 0.0% | -2.7% | -2.6% |
| 3M | -9.2% | +8.4% | -17.6% | -19.2% |
| 6M | -0.5% | +12.3% | -12.9% | -15.6% |
| YTD | +62.3% | +17.4% | +44.9% | +30.1% |
| 1Y | +109.6% | +27.1% | +82.4% | +50.1% |
| 3Y | +573.1% | +90.7% | +482.4% | +164.7% |
| 5Y | +953.6% | +95.6% | +858.0% | +285.4% |
| All | +953.6% | +95.4% | +858.2% | +285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling