+2,723.0%
VRT vs EFX
+52.7%
+2,670.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.4% | +10.7% | +6.5% |
| 7D | +9.1% | -8.6% | +17.8% | +12.3% |
| 30D | +0.9% | +0.1% | +0.8% | +0.2% |
| 3M | -13.4% | +3.8% | -17.2% | -16.7% |
| 6M | +11.7% | -13.5% | +25.2% | +14.5% |
| YTD | +73.2% | -17.7% | +90.9% | +78.9% |
| 1Y | +123.4% | -25.6% | +149.0% | +138.9% |
| 3Y | +606.2% | -12.1% | +618.3% | +574.4% |
| 5Y | +899.9% | -33.8% | +933.7% | +945.4% |
| All | +2,723.0% | +52.7% | +2,670.3% | +2,256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling