-18.9%
VST vs EFX
-30.2%
+11.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.2% |
| 7D | +9.9% | -7.8% | +17.7% | +8.7% |
| 30D | +7.9% | -5.7% | +13.6% | +7.1% |
| 3M | +3.4% | +2.5% | +0.9% | +3.7% |
| 6M | -4.1% | -16.7% | +12.6% | -3.5% |
| YTD | -5.7% | -20.2% | +14.5% | -5.7% |
| 1Y | -18.9% | -31.4% | +12.5% | -23.0% |
| All | -18.9% | -30.2% | +11.3% | -23.0% |
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