+537.5%
EFX vs VT
+374.2%
+163.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -8.6% | +0.4% | -9.1% | -9.0% |
| 30D | +0.1% | +1.0% | -0.9% | -0.7% |
| 3M | +3.8% | +2.4% | +1.5% | +1.1% |
| 6M | -13.5% | +12.0% | -25.5% | -22.6% |
| YTD | -17.7% | +15.3% | -33.0% | -28.2% |
| 1Y | -25.6% | +22.6% | -48.2% | -38.6% |
| 3Y | -12.1% | +74.7% | -86.8% | -46.5% |
| 5Y | -33.8% | +66.1% | -100.0% | -57.3% |
| 10Y | +45.1% | +225.0% | -179.9% | -46.9% |
| All | +537.5% | +374.2% | +163.3% | +67.8% |
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