+79.7%
EFX vs VFC
-48.6%
+128.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.1% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | +25.1% | +25.5% | -0.4% | +18.0% |
| 3M | +1.7% | +41.3% | -39.6% | -7.1% |
| 6M | +18.4% | +22.2% | -3.9% | +11.2% |
| YTD | -12.5% | +16.4% | -28.9% | -17.4% |
| 1Y | -8.1% | +38.4% | -46.5% | -17.3% |
| 3Y | +4.8% | +56.2% | -51.4% | -19.7% |
| 5Y | -30.1% | -68.2% | +38.0% | -11.8% |
| All | +79.7% | -48.6% | +128.3% | +94.8% |
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