+632.2%
VRT vs EFX
-31.6%
+663.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -17.7% | +0.3% | -18.0% | -18.0% |
| 30D | -20.0% | +29.1% | -49.1% | -27.8% |
| 3M | -28.1% | +4.3% | -32.3% | -30.4% |
| 6M | -42.8% | +7.7% | -50.6% | -46.7% |
| YTD | +20.0% | -12.5% | +32.4% | +21.0% |
| 1Y | +3.5% | -8.8% | +12.3% | +1.7% |
| 3Y | +366.1% | +4.3% | +361.8% | +277.0% |
| 5Y | +632.2% | -29.4% | +661.5% | +657.7% |
| All | +632.2% | -31.6% | +663.8% | +657.7% |
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