+59.9%
VEA vs EFX
-36.2%
+96.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.5% | -4.5% | +3.1% | -0.4% |
| 30D | -0.8% | -6.1% | +5.2% | +0.4% |
| 3M | +2.5% | +6.2% | -3.7% | +0.1% |
| 6M | +11.1% | -11.2% | +22.4% | +13.1% |
| YTD | +17.2% | -21.4% | +38.6% | +22.5% |
| 1Y | +24.5% | -34.3% | +58.8% | +36.5% |
| 3Y | +75.4% | -12.5% | +87.9% | +70.6% |
| All | +59.9% | -36.2% | +96.0% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling