+348.0%
VT vs EFV
+161.3%
+186.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.5% |
| 7D | -4.2% | +0.3% | -4.5% | -4.4% |
| 30D | -5.8% | +1.2% | -7.0% | -6.7% |
| 3M | -5.2% | -2.1% | -3.2% | -3.6% |
| 6M | +0.1% | +6.4% | -6.3% | -5.0% |
| YTD | +8.2% | +14.8% | -6.6% | -3.8% |
| 1Y | +10.1% | +22.4% | -12.3% | -7.2% |
| 3Y | +69.7% | +86.6% | -16.9% | +0.1% |
| 5Y | +53.4% | +90.4% | -37.0% | -11.2% |
| 10Y | +219.2% | +164.4% | +54.8% | +39.7% |
| All | +348.0% | +161.3% | +186.7% | +79.2% |
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