+459.8%
EFX vs VEU
+190.9%
+268.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -7.8% | +1.7% | -9.5% | -9.0% |
| 30D | -5.7% | +1.0% | -6.7% | -6.5% |
| 3M | +2.5% | +5.6% | -3.1% | -2.6% |
| 6M | -16.7% | +13.7% | -30.3% | -25.7% |
| YTD | -20.2% | +17.7% | -37.9% | -30.9% |
| 1Y | -31.4% | +25.8% | -57.1% | -43.6% |
| 3Y | -10.5% | +77.1% | -87.6% | -43.2% |
| 5Y | -35.2% | +57.1% | -92.4% | -54.7% |
| 10Y | +40.2% | +149.8% | -109.7% | -31.1% |
| All | +459.8% | +190.9% | +268.8% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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