-44.6%
VG vs EFX
-29.0%
-15.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +14.0% | -0.8% | +14.7% | +14.0% |
| 30D | -1.0% | +25.1% | -26.1% | -2.2% |
| 3M | -2.7% | +1.7% | -4.4% | -2.6% |
| 6M | +1.5% | +18.4% | -16.9% | -1.2% |
| YTD | +93.7% | -12.5% | +106.2% | +102.6% |
| 1Y | +68.5% | -8.1% | +76.6% | +72.0% |
| All | -44.6% | -29.0% | -15.6% | -40.6% |
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