+53.4%
VT vs EFX
-31.2%
+84.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -2.3% | +2.7% | -5.0% | -3.0% |
| 30D | -5.0% | +33.1% | -38.1% | -11.8% |
| 3M | -4.9% | +8.2% | -13.0% | -7.3% |
| 6M | -1.5% | +10.2% | -11.7% | -5.3% |
| YTD | +8.5% | -11.8% | +20.3% | +10.3% |
| 1Y | +11.4% | -6.1% | +17.5% | +10.9% |
| 3Y | +70.1% | +7.5% | +62.6% | +54.1% |
| All | +53.4% | -31.2% | +84.6% | +56.7% |
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