+615.1%
EFX vs VOO
+817.1%
-202.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.0% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +3.8% | +2.0% | +1.8% | +1.4% |
| 6M | -13.5% | +13.0% | -26.5% | -23.9% |
| YTD | -17.7% | +13.6% | -31.2% | -27.8% |
| 1Y | -25.6% | +20.1% | -45.6% | -38.4% |
| 3Y | -12.1% | +77.6% | -89.7% | -50.3% |
| 5Y | -33.8% | +82.4% | -116.3% | -63.1% |
| 10Y | +45.1% | +316.8% | -271.7% | -64.0% |
| All | +615.1% | +817.1% | -202.0% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling