-35.8%
EFX vs VOO
+82.8%
-118.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | -0.4% |
| 7D | -4.5% | -0.8% | -3.8% | -3.7% |
| 30D | -6.1% | -1.1% | -5.0% | -4.9% |
| 3M | +6.2% | +3.9% | +2.3% | +1.5% |
| 6M | -11.2% | +13.6% | -24.8% | -23.9% |
| YTD | -21.4% | +12.7% | -34.1% | -31.9% |
| 1Y | -34.3% | +17.6% | -51.9% | -46.0% |
| 3Y | -12.5% | +77.3% | -89.8% | -56.4% |
| All | -35.8% | +82.8% | -118.6% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling