-10.5%
EFX vs VO
+57.7%
-68.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.4% |
| 7D | -7.8% | +0.6% | -8.5% | -8.5% |
| 30D | -5.7% | -1.1% | -4.7% | -4.5% |
| 3M | +2.5% | +4.5% | -2.0% | -3.2% |
| 6M | -16.7% | +11.1% | -27.7% | -27.3% |
| YTD | -20.2% | +13.5% | -33.7% | -32.3% |
| 1Y | -31.4% | +14.5% | -45.9% | -42.5% |
| 3Y | -10.5% | +58.1% | -68.6% | -53.0% |
| All | -10.5% | +57.7% | -68.3% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling