+39.7%
EFX vs VOO
+325.3%
-285.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | -0.3% |
| 7D | -4.5% | -0.8% | -3.8% | -3.8% |
| 30D | -6.1% | -1.1% | -5.0% | -5.1% |
| 3M | +6.2% | +3.9% | +2.3% | +2.1% |
| 6M | -11.2% | +13.6% | -24.8% | -22.1% |
| YTD | -21.4% | +12.7% | -34.1% | -30.4% |
| 1Y | -34.3% | +17.6% | -51.9% | -44.4% |
| 3Y | -12.5% | +77.3% | -89.8% | -50.2% |
| 5Y | -35.6% | +84.1% | -119.7% | -64.2% |
| All | +39.7% | +325.3% | -285.6% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling