-32.0%
VST vs EFX
-7.7%
-24.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.7% | +10.2% |
| 7D | -9.8% | +2.7% | -12.5% | -9.3% |
| 30D | -25.1% | +33.1% | -58.3% | -22.5% |
| 3M | -11.6% | +8.2% | -19.7% | -10.6% |
| 6M | -20.9% | +10.2% | -31.1% | -19.7% |
| YTD | -22.3% | -11.8% | -10.5% | -18.5% |
| 1Y | -32.0% | -6.1% | -25.9% | -26.9% |
| All | -32.0% | -7.7% | -24.3% | -26.9% |
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