+137.9%
VGT vs EFX
-36.2%
+174.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.2% | -4.5% | +4.4% | +1.4% |
| 30D | -0.4% | -6.1% | +5.6% | +1.3% |
| 3M | +4.4% | +6.2% | -1.8% | +0.3% |
| 6M | +32.1% | -11.2% | +43.3% | +35.1% |
| YTD | +28.8% | -21.4% | +50.2% | +37.2% |
| 1Y | +35.3% | -34.3% | +69.7% | +55.3% |
| 3Y | +124.8% | -12.5% | +137.3% | +112.7% |
| All | +137.9% | -36.2% | +174.1% | +159.5% |
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 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