+1,002.6%
VST vs EFX
+56.3%
+946.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.7% | +11.1% |
| 7D | -9.8% | +2.7% | -12.5% | -10.6% |
| 30D | -25.1% | +33.1% | -58.3% | -31.0% |
| 3M | -11.6% | +8.2% | -19.7% | -14.4% |
| 6M | -20.9% | +10.2% | -31.1% | -24.8% |
| YTD | -22.3% | -11.8% | -10.5% | -21.8% |
| 1Y | -32.0% | -6.1% | -25.9% | -33.0% |
| 3Y | +262.4% | +7.5% | +254.9% | +235.1% |
| 5Y | +563.4% | -30.7% | +594.1% | +580.4% |
| 10Y | +1,120.7% | +68.7% | +1,052.0% | +847.9% |
| All | +1,002.6% | +56.3% | +946.2% | +770.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling