+38.9%
EFX vs VFC
-70.4%
+109.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.4% |
| 7D | -11.1% | -3.3% | -7.8% | -10.4% |
| 30D | -7.4% | -14.0% | +6.6% | -3.9% |
| 3M | +1.5% | -22.6% | +24.0% | +7.4% |
| 6M | -13.7% | -24.7% | +11.0% | -8.4% |
| YTD | -21.9% | -29.0% | +7.1% | -16.2% |
| 1Y | -30.8% | -13.8% | -17.0% | -30.2% |
| 3Y | -12.4% | -28.2% | +15.9% | -17.6% |
| 5Y | -35.9% | -79.0% | +43.1% | -11.0% |
| All | +38.9% | -70.4% | +109.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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