+2,723.0%
VRT vs EFV
+122.1%
+2,601.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +9.1% | +1.5% | +7.6% | +7.4% |
| 30D | +0.9% | +1.7% | -0.8% | -1.0% |
| 3M | -13.4% | +8.6% | -22.0% | -20.8% |
| 6M | +11.7% | +11.7% | 0.0% | -0.6% |
| YTD | +73.2% | +19.3% | +54.0% | +44.3% |
| 1Y | +123.4% | +30.2% | +93.2% | +69.6% |
| 3Y | +606.2% | +91.6% | +514.6% | +259.6% |
| 5Y | +899.9% | +96.4% | +803.5% | +400.0% |
| All | +2,723.0% | +122.1% | +2,601.0% | +937.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling