+219.8%
VT vs EFX
+63.8%
+156.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +0.4% | -2.2% | +2.5% | +0.9% |
| 30D | -2.6% | +29.2% | -31.8% | -9.8% |
| 3M | -3.2% | +3.5% | -6.7% | -4.9% |
| 6M | +0.9% | +7.8% | -6.8% | -2.9% |
| YTD | +11.3% | -12.4% | +23.7% | +13.0% |
| 1Y | +14.0% | -8.2% | +22.2% | +13.9% |
| 3Y | +75.8% | +4.7% | +71.1% | +62.2% |
| 5Y | +57.8% | -32.0% | +89.9% | +63.7% |
| 10Y | +219.8% | +69.1% | +150.7% | +138.7% |
| All | +219.8% | +63.8% | +156.0% | +138.7% |
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 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