+98.9%
VSH vs EFX
-7.6%
+106.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -3.9% |
| 7D | +14.3% | -0.8% | +15.1% | +14.0% |
| 30D | -7.9% | +25.1% | -33.0% | +1.2% |
| 3M | -19.9% | +1.7% | -21.5% | -18.1% |
| 6M | -30.5% | +18.4% | -48.9% | -25.3% |
| YTD | +85.7% | -12.5% | +98.2% | +103.4% |
| 1Y | +98.9% | -8.1% | +107.0% | +109.5% |
| All | +98.9% | -7.6% | +106.6% | +109.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling