-36.6%
EFX vs VO
+42.2%
-78.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.1% |
| 7D | -9.4% | -0.6% | -8.8% | -8.7% |
| 30D | -6.9% | -1.9% | -5.0% | -4.7% |
| 3M | +0.1% | +3.3% | -3.1% | -3.8% |
| 6M | -17.3% | +9.7% | -27.0% | -26.3% |
| YTD | -21.8% | +12.6% | -34.4% | -32.4% |
| 1Y | -32.5% | +13.6% | -46.2% | -42.4% |
| 3Y | -12.3% | +56.8% | -69.2% | -48.7% |
| 5Y | -36.6% | +42.3% | -78.9% | -57.9% |
| All | -36.6% | +42.2% | -78.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling