+75.8%
VT vs EFX
-11.7%
+87.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.3% | +1.1% |
| 7D | +0.4% | -8.6% | +9.1% | +2.0% |
| 30D | +1.0% | +0.1% | +0.9% | +0.8% |
| 3M | +2.4% | +3.8% | -1.5% | +1.1% |
| 6M | +12.0% | -13.5% | +25.5% | +14.7% |
| YTD | +15.3% | -17.7% | +33.0% | +19.0% |
| 1Y | +22.6% | -25.6% | +48.2% | +29.2% |
| All | +75.8% | -11.7% | +87.4% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling