+298.0%
VST vs EFX
+5.0%
+293.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +10.9% | -2.0% | +12.9% | +11.1% |
| 30D | -15.6% | +27.9% | -43.5% | -19.1% |
| 3M | -7.8% | +3.8% | -11.6% | -8.8% |
| 6M | -12.0% | +13.0% | -24.9% | -15.3% |
| YTD | -16.9% | -12.4% | -4.5% | -14.5% |
| 1Y | -25.1% | -10.4% | -14.7% | -23.5% |
| All | +298.0% | +5.0% | +293.0% | +284.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling