-36.6%
EFX vs VIG
+62.2%
-98.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.3% |
| 7D | -9.4% | -1.2% | -8.2% | -7.8% |
| 30D | -6.9% | -2.8% | -4.1% | -2.9% |
| 3M | +0.1% | +2.5% | -2.3% | -3.0% |
| 6M | -17.3% | +8.1% | -25.4% | -25.9% |
| YTD | -21.8% | +9.6% | -31.4% | -31.1% |
| 1Y | -32.5% | +14.2% | -46.7% | -44.0% |
| 3Y | -12.3% | +56.1% | -68.5% | -53.0% |
| 5Y | -36.6% | +62.8% | -99.5% | -66.9% |
| All | -36.6% | +62.2% | -98.9% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling