+57.5%
VT vs EFX
-30.1%
+87.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.4% | -0.8% | +3.1% | +2.5% |
| 30D | -1.5% | +25.1% | -26.6% | -7.2% |
| 3M | -4.1% | +1.7% | -5.8% | -5.0% |
| 6M | +0.6% | +18.4% | -17.8% | -5.2% |
| YTD | +11.0% | -12.5% | +23.6% | +13.1% |
| 1Y | +13.3% | -8.1% | +21.4% | +13.6% |
| 3Y | +73.4% | +4.8% | +68.6% | +58.4% |
| All | +57.5% | -30.1% | +87.7% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling