+797.0%
EFX vs VO
+825.6%
-28.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +3.1% | -3.9% | -3.5% |
| 30D | +25.1% | +2.2% | +22.9% | +22.6% |
| 3M | +1.7% | -2.5% | +4.2% | +3.9% |
| 6M | +18.4% | +7.0% | +11.4% | +11.2% |
| YTD | -12.5% | +14.0% | -26.5% | -22.3% |
| 1Y | -8.1% | +15.6% | -23.7% | -19.4% |
| 3Y | +4.8% | +66.2% | -61.4% | -32.3% |
| 5Y | -30.1% | +36.6% | -66.8% | -45.8% |
| 10Y | +81.5% | +199.0% | -117.5% | -27.8% |
| All | +797.0% | +825.6% | -28.6% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling