+1,162.4%
VST vs EFX
+69.3%
+1,093.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -6.0% | +0.3% | -6.3% | -6.3% |
| 30D | -18.8% | +29.1% | -47.9% | -24.5% |
| 3M | -8.0% | +4.3% | -12.3% | -10.1% |
| 6M | -10.9% | +7.7% | -18.7% | -14.8% |
| YTD | -18.3% | -12.5% | -5.9% | -17.6% |
| 1Y | -29.9% | -8.8% | -21.1% | -30.3% |
| 3Y | +290.3% | +4.3% | +286.0% | +263.9% |
| 5Y | +635.3% | -29.4% | +664.7% | +649.8% |
| 10Y | +1,162.4% | +78.1% | +1,084.2% | +915.4% |
| All | +1,162.4% | +69.3% | +1,093.0% | +915.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling