+6,869.6%
EFX vs VMC
+3,457.0%
+3,412.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | +25.1% | +15.5% | +9.7% | +19.0% |
| 3M | +1.7% | +0.6% | +1.1% | +1.4% |
| 6M | +18.4% | +2.1% | +16.3% | +17.2% |
| YTD | -12.5% | -1.6% | -10.9% | -12.7% |
| 1Y | -8.1% | -1.2% | -6.9% | -8.4% |
| 3Y | +4.8% | +35.3% | -30.5% | -7.0% |
| 5Y | -30.1% | +43.6% | -73.7% | -39.3% |
| 10Y | +81.5% | +126.7% | -45.3% | +27.2% |
| All | +6,869.6% | +3,457.0% | +3,412.6% | +1,668.3% |
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