+373.4%
VST vs EFX
-11.7%
+385.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +4.6% |
| 7D | +8.9% | -8.6% | +17.5% | +10.5% |
| 30D | +6.2% | +0.1% | +6.1% | +5.9% |
| 3M | -2.7% | +3.8% | -6.6% | -4.5% |
| 6M | -8.4% | -13.5% | +5.2% | -5.8% |
| YTD | -7.2% | -17.7% | +10.5% | -3.5% |
| 1Y | -20.9% | -25.6% | +4.7% | -15.8% |
| All | +373.4% | -11.7% | +385.1% | +361.0% |
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 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