-6.7%
EFX vs VMC
+3.7%
-10.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +0.4% |
| 7D | +9.2% | +12.3% | -3.1% | +3.8% |
| 30D | +34.8% | +21.2% | +13.6% | +24.4% |
| 3M | +8.8% | +4.6% | +4.2% | +5.8% |
| 6M | +12.3% | +3.9% | +8.4% | +9.4% |
| YTD | -10.6% | +5.0% | -15.6% | -15.4% |
| 1Y | -6.7% | +2.6% | -9.4% | -10.9% |
| All | -6.7% | +3.7% | -10.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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