-79.7%
EFZ price history and return analytics
+356.5%
-436.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | -0.3% |
| 7D | -2.1% | +2.4% | -4.4% | +0.3% |
| 30D | -1.0% | -1.5% | +0.5% | -2.2% |
| 3M | +5.8% | -4.1% | +9.9% | +1.9% |
| 6M | +0.1% | +0.6% | -0.5% | +1.6% |
| YTD | -6.8% | +11.0% | -17.9% | +5.6% |
| 1Y | -8.6% | +13.3% | -21.9% | +6.0% |
| 3Y | -30.5% | +73.4% | -103.9% | +27.8% |
| 5Y | -22.5% | +57.4% | -79.9% | +37.9% |
| 10Y | -57.4% | +221.7% | -279.1% | +82.8% |
| All | -79.7% | +356.5% | -436.2% | +112.6% |
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