+109.6%
VRT vs EFX
-32.8%
+142.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.6% | -10.3% |
| 7D | +2.4% | -9.4% | +11.8% | -1.1% |
| 30D | -2.7% | -6.9% | +4.2% | -4.8% |
| 3M | -9.2% | +0.1% | -9.3% | -7.7% |
| 6M | -0.5% | -17.3% | +16.8% | -0.9% |
| YTD | +62.3% | -21.8% | +84.2% | +60.2% |
| 1Y | +109.6% | -32.5% | +142.1% | +100.3% |
| All | +109.6% | -32.8% | +142.3% | +100.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling