-51.4%
VG vs EFX
-28.4%
-23.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | -22.0% | +2.7% | -24.7% | -22.1% |
| 30D | -11.6% | +33.1% | -44.8% | -13.1% |
| 3M | -14.9% | +8.2% | -23.0% | -15.3% |
| 6M | -3.5% | +10.2% | -13.7% | -4.7% |
| YTD | +70.0% | -11.8% | +81.8% | +77.8% |
| 1Y | +50.0% | -6.1% | +56.1% | +51.6% |
| All | -51.4% | -28.4% | -23.0% | -47.9% |
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