+73.6%
VEA vs EFX
-12.7%
+86.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -11.1% | +9.1% | -0.2% |
| 30D | -1.1% | -7.4% | +6.3% | 0.0% |
| 3M | +5.1% | +1.5% | +3.6% | +4.0% |
| 6M | +9.8% | -13.7% | +23.5% | +12.0% |
| YTD | +15.9% | -21.9% | +37.8% | +20.4% |
| 1Y | +24.6% | -30.8% | +55.3% | +32.7% |
| All | +73.6% | -12.7% | +86.3% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling