+363.8%
VT vs EFV
+163.6%
+200.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -1.0% | +0.3% | +0.2% |
| 30D | -1.7% | +3.1% | -4.8% | -4.2% |
| 3M | -2.3% | -1.2% | -1.1% | -1.4% |
| 6M | +1.5% | +5.6% | -4.1% | -3.1% |
| YTD | +12.0% | +15.8% | -3.8% | -1.1% |
| 1Y | +12.9% | +20.0% | -7.1% | -3.3% |
| 3Y | +74.9% | +91.0% | -16.0% | +1.2% |
| 5Y | +59.9% | +93.7% | -33.7% | -8.7% |
| 10Y | +224.6% | +160.9% | +63.7% | +43.6% |
| All | +363.8% | +163.6% | +200.2% | +84.2% |
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 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