-8.1%
EFX vs VO
+14.1%
-22.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +3.1% | -3.9% | -3.6% |
| 30D | +25.1% | +2.2% | +22.9% | +22.2% |
| 3M | +1.7% | -2.5% | +4.2% | +3.7% |
| 6M | +18.4% | +7.0% | +11.4% | +10.0% |
| YTD | -12.5% | +14.0% | -26.5% | -23.2% |
| 1Y | -8.1% | +15.6% | -23.7% | -20.6% |
| All | -8.1% | +14.1% | -22.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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