+1,216.9%
VST vs EFX
+46.0%
+1,170.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +5.2% |
| 7D | +8.9% | -8.6% | +17.5% | +11.3% |
| 30D | +6.2% | +0.1% | +6.1% | +5.8% |
| 3M | -2.7% | +3.8% | -6.6% | -5.1% |
| 6M | -8.4% | -13.5% | +5.2% | -6.2% |
| YTD | -7.2% | -17.7% | +10.5% | -4.1% |
| 1Y | -20.9% | -25.6% | +4.7% | -16.2% |
| 3Y | +384.0% | -12.1% | +396.1% | +377.1% |
| 5Y | +757.1% | -33.8% | +790.9% | +794.4% |
| All | +1,216.9% | +46.0% | +1,170.9% | +967.7% |
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