+219.2%
VT vs EFX
+69.3%
+149.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -3.1% | +29.1% | -32.2% | -10.2% |
| 3M | -3.5% | +4.3% | -7.8% | -5.4% |
| 6M | +0.5% | +7.7% | -7.3% | -3.3% |
| YTD | +10.8% | -12.5% | +23.2% | +12.5% |
| 1Y | +11.9% | -8.8% | +20.7% | +12.0% |
| 3Y | +73.0% | +4.3% | +68.6% | +59.7% |
| 5Y | +58.6% | -29.4% | +88.0% | +62.5% |
| 10Y | +219.2% | +78.1% | +141.1% | +135.2% |
| All | +219.2% | +69.3% | +149.8% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling