+811.4%
VTI vs EFV
+256.4%
+555.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +0.6% | +1.0% | -0.3% | -0.1% |
| 30D | -1.1% | +0.2% | -1.3% | -1.2% |
| 3M | +3.9% | +9.6% | -5.7% | -3.1% |
| 6M | +14.6% | +14.0% | +0.6% | +3.7% |
| YTD | +13.3% | +18.5% | -5.2% | -0.6% |
| 1Y | +19.2% | +27.9% | -8.7% | -1.3% |
| 3Y | +77.4% | +92.4% | -15.0% | +7.5% |
| 5Y | +74.0% | +97.2% | -23.1% | +3.4% |
| 10Y | +294.6% | +163.0% | +131.6% | +88.6% |
| All | +811.4% | +256.4% | +555.1% | +241.6% |
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