+631.1%
VRT vs EFV
+93.3%
+537.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | -17.7% | +2.1% | -19.8% | -20.4% |
| 30D | -20.0% | +3.1% | -23.1% | -23.7% |
| 3M | -28.1% | -1.3% | -26.8% | -26.9% |
| 6M | -42.8% | +6.0% | -48.9% | -47.8% |
| YTD | +20.0% | +15.8% | +4.1% | -2.7% |
| 1Y | +3.5% | +21.1% | -17.6% | -21.3% |
| 3Y | +366.1% | +91.0% | +275.1% | +78.1% |
| All | +631.1% | +93.3% | +537.7% | +173.9% |
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