+2,010.2%
VRT vs EFX
+61.1%
+1,949.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +18.6% | -3.6% | +22.3% | +19.9% |
| 30D | -11.7% | +25.3% | -36.9% | -19.0% |
| 3M | -27.3% | +3.8% | -31.1% | -29.5% |
| 6M | -42.9% | +12.7% | -55.6% | -47.5% |
| YTD | +29.5% | -13.1% | +42.6% | +29.7% |
| 1Y | +21.0% | -9.3% | +30.4% | +18.8% |
| 3Y | +403.1% | +3.5% | +399.6% | +343.1% |
| 5Y | +688.8% | -30.6% | +719.4% | +702.8% |
| All | +2,010.2% | +61.1% | +1,949.1% | +1,608.9% |
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 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