+222.7%
VT vs EFX
+79.2%
+143.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +2.9% | -3.6% | +6.5% | +3.9% |
| 30D | -2.5% | +25.3% | -27.8% | -9.0% |
| 3M | -3.3% | +3.8% | -7.1% | -5.1% |
| 6M | +1.5% | +12.7% | -11.2% | -3.6% |
| YTD | +11.4% | -13.1% | +24.5% | +13.3% |
| 1Y | +11.9% | -9.3% | +21.2% | +12.2% |
| 3Y | +73.9% | +3.5% | +70.3% | +60.9% |
| 5Y | +57.9% | -30.6% | +88.5% | +62.6% |
| All | +222.7% | +79.2% | +143.5% | +138.2% |
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