+34.0%
VSH vs EFX
-12.7%
+46.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +3.5% | -9.4% | +12.9% | +5.5% |
| 30D | -4.4% | -6.9% | +2.5% | -3.4% |
| 3M | -45.8% | +0.1% | -45.9% | -47.4% |
| 6M | +90.1% | -17.3% | +107.5% | +98.6% |
| YTD | +120.3% | -21.8% | +142.2% | +133.7% |
| 1Y | +112.2% | -32.5% | +144.8% | +142.5% |
| All | +34.0% | -12.7% | +46.7% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling