-11.2%
EFX vs VMC
+21.4%
-32.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.3% |
| 7D | -7.8% | -0.5% | -7.3% | -7.7% |
| 30D | -5.7% | -9.1% | +3.4% | -1.8% |
| 3M | +2.5% | -4.1% | +6.7% | +4.3% |
| 6M | -16.7% | -5.5% | -11.1% | -15.0% |
| YTD | -20.2% | -8.9% | -11.3% | -18.2% |
| 1Y | -31.4% | -12.9% | -18.4% | -28.2% |
| All | -11.2% | +21.4% | -32.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling