+65.4%
EFX vs VT
+215.5%
-150.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | +2.7% | -2.3% | +5.0% | +4.9% |
| 30D | +33.1% | -5.0% | +38.1% | +39.4% |
| 3M | +8.2% | -4.9% | +13.0% | +13.2% |
| 6M | +10.2% | -1.5% | +11.7% | +10.5% |
| YTD | -11.8% | +8.5% | -20.3% | -20.1% |
| 1Y | -6.1% | +11.4% | -17.5% | -17.3% |
| 3Y | +7.5% | +70.1% | -62.6% | -38.0% |
| 5Y | -30.7% | +53.7% | -84.4% | -55.7% |
| All | +65.4% | +215.5% | -150.2% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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