+223.0%
VT vs EFX
+45.0%
+178.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.3% | +1.8% |
| 7D | +0.4% | -8.6% | +9.1% | +3.0% |
| 30D | +1.0% | +0.1% | +0.9% | +0.7% |
| 3M | +2.4% | +3.8% | -1.5% | +0.2% |
| 6M | +12.0% | -13.5% | +25.5% | +15.4% |
| YTD | +15.3% | -17.7% | +33.0% | +19.8% |
| 1Y | +22.6% | -25.6% | +48.2% | +30.9% |
| 3Y | +74.7% | -12.1% | +86.8% | +71.0% |
| 5Y | +66.1% | -33.8% | +100.0% | +74.0% |
| All | +223.0% | +45.0% | +178.1% | +158.3% |
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