-28.9%
EFX vs VT
+59.8%
-88.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.5% |
| 30D | +27.9% | -1.7% | +29.6% | +29.8% |
| 3M | +3.8% | -2.3% | +6.1% | +6.0% |
| 6M | +13.0% | +1.5% | +11.5% | +9.3% |
| YTD | -12.4% | +12.0% | -24.4% | -25.1% |
| 1Y | -10.4% | +12.9% | -23.3% | -24.1% |
| 3Y | +4.4% | +74.9% | -70.5% | -49.2% |
| 5Y | -28.9% | +59.9% | -88.8% | -60.4% |
| All | -28.9% | +59.8% | -88.6% | -60.4% |
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