-10.5%
EFX vs VFC
-25.9%
+15.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.8% |
| 7D | -7.8% | +0.8% | -8.7% | -8.0% |
| 30D | -5.7% | -11.9% | +6.2% | -3.8% |
| 3M | +2.5% | -20.2% | +22.7% | +5.9% |
| 6M | -16.7% | -23.0% | +6.3% | -13.6% |
| YTD | -20.2% | -26.2% | +6.0% | -16.9% |
| 1Y | -31.4% | -13.3% | -18.1% | -30.7% |
| 3Y | -10.5% | -25.5% | +15.0% | -16.2% |
| All | -10.5% | -25.9% | +15.4% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling