+79.7%
EFX vs VT
+221.8%
-142.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | -0.8% | +2.4% | -3.1% | -3.1% |
| 30D | +25.1% | -1.5% | +26.6% | +26.4% |
| 3M | +1.7% | -4.1% | +5.8% | +5.5% |
| 6M | +18.4% | +0.6% | +17.8% | +16.2% |
| YTD | -12.5% | +11.0% | -23.6% | -22.6% |
| 1Y | -8.1% | +13.3% | -21.4% | -20.4% |
| 3Y | +4.8% | +73.4% | -68.6% | -40.7% |
| 5Y | -30.1% | +57.4% | -87.6% | -56.4% |
| All | +79.7% | +221.8% | -142.1% | -41.7% |
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