+303.6%
EFO price history and return analytics
+522.9%
-219.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.8% |
| 7D | +4.3% | +2.4% | +1.9% | +0.2% |
| 30D | +1.8% | -1.5% | +3.3% | +4.8% |
| 3M | -10.1% | -4.1% | -6.0% | -2.8% |
| 6M | -0.3% | +0.6% | -0.8% | -0.5% |
| YTD | +12.4% | +11.0% | +1.3% | -4.6% |
| 1Y | +16.7% | +13.3% | +3.3% | -4.3% |
| 3Y | +107.7% | +73.4% | +34.3% | -17.5% |
| 5Y | +40.3% | +57.4% | -17.2% | -30.3% |
| 10Y | +173.4% | +221.7% | -48.3% | -57.6% |
| All | +303.6% | +522.9% | -219.3% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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