+39.9%
VSH vs EFX
-30.1%
+70.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +14.3% | -0.8% | +15.1% | +14.6% |
| 30D | -7.9% | +25.1% | -33.0% | -14.6% |
| 3M | -19.9% | +1.7% | -21.5% | -21.4% |
| 6M | -30.5% | +18.4% | -48.9% | -37.4% |
| YTD | +85.7% | -12.5% | +98.2% | +87.4% |
| 1Y | +98.9% | -8.1% | +107.0% | +95.7% |
| 3Y | +32.1% | +4.8% | +27.3% | +19.7% |
| All | +39.9% | -30.1% | +70.0% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling