+297.8%
VTI vs EFX
+42.6%
+255.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.6% |
| 7D | -0.9% | -4.5% | +3.6% | +0.5% |
| 30D | -1.4% | -6.1% | +4.6% | +0.3% |
| 3M | +3.6% | +6.2% | -2.6% | +0.5% |
| 6M | +13.6% | -11.2% | +24.8% | +16.2% |
| YTD | +12.9% | -21.4% | +34.3% | +19.4% |
| 1Y | +17.2% | -34.3% | +51.5% | +31.5% |
| 3Y | +75.7% | -12.5% | +88.2% | +71.6% |
| 5Y | +75.4% | -35.6% | +111.0% | +86.3% |
| All | +297.8% | +42.6% | +255.2% | +212.3% |
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 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