+591.8%
VTV vs EFV
+253.2%
+338.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -0.7% | -0.5% | -0.1% | -0.3% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +5.3% | +8.4% | -3.1% | -1.0% |
| 6M | +12.9% | +12.3% | +0.5% | +3.1% |
| YTD | +18.5% | +17.4% | +1.1% | +4.5% |
| 1Y | +25.3% | +27.1% | -1.8% | +4.0% |
| 3Y | +68.2% | +90.7% | -22.5% | +2.0% |
| 5Y | +80.6% | +95.6% | -15.0% | +6.6% |
| 10Y | +232.9% | +165.3% | +67.6% | +55.6% |
| All | +591.8% | +253.2% | +338.6% | +158.3% |
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