+172.5%
VEA vs EFX
+397.5%
-225.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.9% |
| 7D | +1.9% | -7.8% | +9.7% | +5.2% |
| 30D | +0.8% | -5.7% | +6.5% | +2.9% |
| 3M | +5.7% | +2.5% | +3.2% | +2.7% |
| 6M | +13.3% | -16.7% | +30.0% | +19.6% |
| YTD | +18.4% | -20.2% | +38.6% | +25.9% |
| 1Y | +27.0% | -31.4% | +58.3% | +43.6% |
| 3Y | +79.3% | -10.5% | +89.8% | +69.6% |
| 5Y | +62.1% | -35.2% | +97.3% | +72.5% |
| 10Y | +160.3% | +40.2% | +120.1% | +61.0% |
| All | +172.5% | +397.5% | -225.0% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling