+221.8%
VT vs EFV
+163.3%
+58.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +2.4% | +2.5% | -0.2% | +0.1% |
| 30D | -1.5% | +2.9% | -4.4% | -4.0% |
| 3M | -4.1% | -1.4% | -2.7% | -3.0% |
| 6M | +0.6% | +5.5% | -5.0% | -4.1% |
| YTD | +11.0% | +16.1% | -5.0% | -2.8% |
| 1Y | +13.3% | +20.3% | -6.9% | -3.8% |
| 3Y | +73.4% | +90.4% | -17.0% | -2.2% |
| 5Y | +57.4% | +93.5% | -36.1% | -12.8% |
| All | +221.8% | +163.3% | +58.5% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling