+1,934.0%
VRT vs EFX
+62.3%
+1,871.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | +10.5% | -0.8% | +11.3% | +10.7% |
| 30D | -9.3% | +25.1% | -34.4% | -16.8% |
| 3M | -29.6% | +1.7% | -31.3% | -31.2% |
| 6M | -45.4% | +18.4% | -63.7% | -50.7% |
| YTD | +24.8% | -12.5% | +37.3% | +24.8% |
| 1Y | +23.6% | -8.1% | +31.7% | +20.6% |
| 3Y | +379.7% | +4.8% | +374.9% | +320.5% |
| 5Y | +660.3% | -30.1% | +690.5% | +672.0% |
| All | +1,934.0% | +62.3% | +1,871.7% | +1,543.5% |
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 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