+109.7%
VSH vs EFX
-32.9%
+142.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -1.0% |
| 7D | +3.1% | -11.1% | +14.2% | -0.6% |
| 30D | -5.7% | -7.4% | +1.7% | -7.6% |
| 3M | -42.5% | +1.5% | -44.0% | -41.8% |
| 6M | +82.7% | -13.7% | +96.4% | +85.8% |
| YTD | +118.2% | -21.9% | +140.1% | +125.8% |
| 1Y | +109.7% | -30.8% | +140.5% | +117.0% |
| All | +109.7% | -32.9% | +142.6% | +117.0% |
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