+597.9%
EFX vs VT
+345.0%
+252.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +4.5% |
| 7D | +8.1% | -4.2% | +12.2% | +12.0% |
| 30D | +36.0% | -5.8% | +41.8% | +43.0% |
| 3M | +9.6% | -5.2% | +14.8% | +14.6% |
| 6M | +14.7% | +0.1% | +14.6% | +13.4% |
| YTD | -9.9% | +8.2% | -18.1% | -17.1% |
| 1Y | -5.4% | +10.1% | -15.6% | -14.4% |
| 3Y | +9.3% | +69.7% | -60.4% | -32.0% |
| 5Y | -29.1% | +53.4% | -82.5% | -51.2% |
| 10Y | +72.5% | +219.2% | -146.7% | -35.9% |
| All | +597.9% | +345.0% | +252.9% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling