+38.9%
EFX vs VMC
+154.4%
-115.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -11.1% | -3.7% | -7.4% | -9.9% |
| 30D | -7.4% | -12.8% | +5.4% | -2.6% |
| 3M | +1.5% | -7.9% | +9.4% | +4.6% |
| 6M | -13.7% | -7.5% | -6.2% | -11.5% |
| YTD | -21.9% | -11.6% | -10.2% | -18.9% |
| 1Y | -30.8% | -14.3% | -16.5% | -27.4% |
| 3Y | -12.4% | +18.5% | -30.9% | -19.2% |
| 5Y | -35.9% | +46.8% | -82.7% | -45.4% |
| All | +38.9% | +154.4% | -115.5% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling