+377.4%
VT vs EFX
+524.3%
-146.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.3% | +2.7% |
| 7D | +0.4% | -8.6% | +9.1% | +4.3% |
| 30D | +1.0% | +0.1% | +0.9% | +0.5% |
| 3M | +2.4% | +3.8% | -1.5% | -0.9% |
| 6M | +12.0% | -13.5% | +25.5% | +16.6% |
| YTD | +15.3% | -17.7% | +33.0% | +21.3% |
| 1Y | +22.6% | -25.6% | +48.2% | +34.0% |
| 3Y | +74.7% | -12.1% | +86.8% | +67.3% |
| 5Y | +66.1% | -33.8% | +100.0% | +76.6% |
| 10Y | +225.0% | +45.1% | +179.9% | +100.5% |
| All | +377.4% | +524.3% | -146.9% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling