+219.2%
VT vs EFV
+159.5%
+59.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.1% | +2.1% | -2.3% | -2.0% |
| 30D | -3.1% | +3.1% | -6.1% | -5.6% |
| 3M | -3.5% | -1.3% | -2.2% | -2.5% |
| 6M | +0.5% | +6.0% | -5.5% | -4.6% |
| YTD | +10.8% | +15.8% | -5.1% | -2.8% |
| 1Y | +11.9% | +21.1% | -9.2% | -5.6% |
| 3Y | +73.0% | +91.0% | -18.0% | -2.7% |
| 5Y | +58.6% | +94.3% | -35.7% | -12.5% |
| 10Y | +219.2% | +160.4% | +58.8% | +39.2% |
| All | +219.2% | +159.5% | +59.7% | +39.2% |
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