+175.8%
VSH vs EFX
+41.8%
+134.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.1% | -11.1% | +14.2% | +7.4% |
| 30D | -5.7% | -7.4% | +1.7% | -3.7% |
| 3M | -42.5% | +1.5% | -44.0% | -44.9% |
| 6M | +82.7% | -13.7% | +96.4% | +86.1% |
| YTD | +118.2% | -21.9% | +140.1% | +129.0% |
| 1Y | +109.7% | -30.8% | +140.5% | +132.0% |
| 3Y | +35.3% | -12.4% | +47.7% | +32.4% |
| 5Y | +65.6% | -35.9% | +101.5% | +81.3% |
| All | +175.8% | +41.8% | +134.1% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling