+6,459.5%
EFX vs VMC
+3,246.6%
+3,212.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | -8.6% | -4.3% | -4.3% | -7.3% |
| 30D | +0.1% | -8.2% | +8.4% | +3.0% |
| 3M | +3.8% | -7.0% | +10.9% | +6.3% |
| 6M | -13.5% | -10.8% | -2.8% | -10.4% |
| YTD | -17.7% | -7.4% | -10.3% | -16.1% |
| 1Y | -25.6% | -9.5% | -16.1% | -23.7% |
| 3Y | -12.1% | +20.5% | -32.6% | -18.9% |
| 5Y | -33.8% | +51.6% | -85.4% | -43.6% |
| 10Y | +45.1% | +150.0% | -104.9% | -2.0% |
| All | +6,459.5% | +3,246.6% | +3,212.9% | +1,599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling