+1,636.0%
VSH vs EFX
+6,408.3%
-4,772.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.4% | +10.8% | +7.2% |
| 7D | +4.1% | -8.6% | +12.7% | +8.0% |
| 30D | -4.2% | +0.1% | -4.3% | -4.9% |
| 3M | -50.0% | +3.8% | -53.8% | -52.8% |
| 6M | +80.2% | -13.5% | +93.7% | +83.0% |
| YTD | +121.1% | -17.7% | +138.8% | +126.2% |
| 1Y | +112.0% | -25.6% | +137.6% | +126.2% |
| 3Y | +22.5% | -12.1% | +34.6% | +19.3% |
| 5Y | +64.0% | -33.8% | +97.9% | +77.2% |
| 10Y | +170.4% | +45.1% | +125.2% | +91.2% |
| All | +1,636.0% | +6,408.3% | -4,772.3% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling