+402.8%
VUG vs EFV
+163.3%
+239.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +2.5% | +2.5% | 0.0% | +0.4% |
| 30D | -6.3% | +2.9% | -9.2% | -8.5% |
| 3M | -6.0% | -1.4% | -4.6% | -5.0% |
| 6M | -3.5% | +5.5% | -9.1% | -7.9% |
| YTD | +3.9% | +16.1% | -12.1% | -8.8% |
| 1Y | +5.1% | +20.3% | -15.2% | -10.6% |
| 3Y | +77.9% | +90.4% | -12.6% | +1.4% |
| 5Y | +62.4% | +93.5% | -31.1% | -8.9% |
| All | +402.8% | +163.3% | +239.5% | +131.2% |
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