+644.6%
VRT vs EFX
-12.5%
+657.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.7% | +4.0% |
| 7D | +13.6% | -7.8% | +21.4% | +14.6% |
| 30D | +6.8% | -5.7% | +12.5% | +7.2% |
| 3M | -3.2% | +2.5% | -5.7% | -4.8% |
| 6M | +20.3% | -16.7% | +37.0% | +24.8% |
| YTD | +79.6% | -20.2% | +99.8% | +87.5% |
| 1Y | +139.0% | -31.4% | +170.4% | +163.2% |
| 3Y | +644.6% | -10.5% | +655.1% | +666.5% |
| All | +644.6% | -12.5% | +657.1% | +666.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling