+6,459.5%
EFX vs VFC
+845.1%
+5,614.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.7% | -7.1% |
| 7D | -8.6% | -1.6% | -7.0% | -8.3% |
| 30D | +0.1% | -11.6% | +11.7% | +3.7% |
| 3M | +3.8% | -18.1% | +21.9% | +9.1% |
| 6M | -13.5% | -27.4% | +13.8% | -6.5% |
| YTD | -17.7% | -24.8% | +7.2% | -12.3% |
| 1Y | -25.6% | -8.2% | -17.4% | -26.3% |
| 3Y | -12.1% | -29.1% | +17.0% | -17.6% |
| 5Y | -33.8% | -79.2% | +45.4% | -9.3% |
| 10Y | +45.1% | -68.1% | +113.3% | +61.2% |
| All | +6,459.5% | +845.1% | +5,614.4% | +3,058.7% |
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