+6,869.6%
EFX vs VFC
+1,363.4%
+5,506.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.2% |
| 7D | -0.8% | +1.6% | -2.4% | -1.3% |
| 30D | +25.1% | +25.5% | -0.4% | +17.0% |
| 3M | +1.7% | +41.3% | -39.6% | -8.5% |
| 6M | +18.4% | +22.2% | -3.9% | +10.1% |
| YTD | -12.5% | +16.4% | -28.9% | -18.2% |
| 1Y | -8.1% | +38.4% | -46.5% | -18.7% |
| 3Y | +4.8% | +56.2% | -51.4% | -21.8% |
| 5Y | -30.1% | -68.2% | +38.0% | -15.4% |
| 10Y | +81.5% | -48.4% | +129.8% | +74.5% |
| All | +6,869.6% | +1,363.4% | +5,506.3% | +2,845.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling