-30.8%
EFX vs VFC
-14.7%
-16.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.3% |
| 7D | -11.1% | -3.3% | -7.8% | -10.6% |
| 30D | -7.4% | -14.0% | +6.6% | -4.7% |
| 3M | +1.5% | -22.6% | +24.0% | +5.9% |
| 6M | -13.7% | -24.7% | +11.0% | -9.5% |
| YTD | -21.9% | -29.0% | +7.1% | -17.8% |
| 1Y | -30.8% | -13.8% | -17.0% | -28.9% |
| All | -30.8% | -14.7% | -16.0% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling