-46.6%
VG vs EFX
-28.9%
-17.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +5.5% | -2.0% | +7.5% | +5.5% |
| 30D | -3.6% | +27.9% | -31.5% | -4.9% |
| 3M | -4.0% | +3.8% | -7.8% | -4.1% |
| 6M | +9.4% | +13.0% | -3.6% | +7.5% |
| YTD | +86.6% | -12.4% | +99.0% | +95.2% |
| 1Y | +69.5% | -10.4% | +79.9% | +75.1% |
| All | -46.6% | -28.9% | -17.7% | -42.8% |
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