+2,397.0%
VRT vs EFX
+45.0%
+2,352.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.7% | -11.1% | +3.4% | -4.1% |
| 30D | -12.0% | -7.4% | -4.6% | -10.2% |
| 3M | -11.7% | +1.5% | -13.2% | -14.5% |
| 6M | -8.1% | -13.7% | +5.6% | -5.9% |
| YTD | +53.2% | -21.9% | +75.1% | +61.1% |
| 1Y | +81.7% | -30.8% | +112.4% | +100.2% |
| 3Y | +535.3% | -12.4% | +547.7% | +503.1% |
| 5Y | +916.4% | -35.9% | +952.3% | +975.7% |
| All | +2,397.0% | +45.0% | +2,352.0% | +2,022.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling