-8.1%
EFX vs VMC
-5.0%
-3.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | +25.1% | +15.5% | +9.7% | +17.9% |
| 3M | +1.7% | +0.6% | +1.1% | +0.5% |
| 6M | +18.4% | +2.1% | +16.3% | +16.9% |
| YTD | -12.5% | -1.6% | -10.9% | -15.6% |
| 1Y | -8.1% | -1.2% | -6.9% | -12.4% |
| All | -8.1% | -5.0% | -3.1% | -12.4% |
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