+33.8%
VWO vs EFV
+95.9%
-62.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.1% |
| 30D | -0.1% | +0.6% | -0.7% | -0.6% |
| 3M | +2.2% | +7.5% | -5.3% | -3.7% |
| 6M | +8.8% | +13.0% | -4.3% | -1.6% |
| YTD | +12.4% | +18.3% | -5.9% | -2.0% |
| 1Y | +15.6% | +26.7% | -11.2% | -4.7% |
| 3Y | +62.5% | +89.6% | -27.0% | -3.7% |
| All | +33.8% | +95.9% | -62.0% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling