-32.8%
EFX vs VT
+66.2%
-99.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.3% |
| 7D | -8.6% | +0.4% | -9.1% | -9.1% |
| 30D | +0.1% | +1.0% | -0.9% | -1.0% |
| 3M | +3.8% | +2.4% | +1.5% | +0.3% |
| 6M | -13.5% | +12.0% | -25.5% | -25.4% |
| YTD | -17.7% | +15.3% | -33.0% | -31.5% |
| 1Y | -25.6% | +22.6% | -48.2% | -42.8% |
| 3Y | -12.1% | +74.7% | -86.8% | -56.8% |
| All | -32.8% | +66.2% | -99.0% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling