+948.7%
VTI vs EFX
+913.8%
+34.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.3% |
| 7D | -0.4% | -9.4% | +9.0% | +3.7% |
| 30D | -1.6% | -6.9% | +5.3% | +1.1% |
| 3M | +3.6% | +0.1% | +3.4% | +1.9% |
| 6M | +13.0% | -17.3% | +30.4% | +19.8% |
| YTD | +12.7% | -21.8% | +34.5% | +21.1% |
| 1Y | +18.4% | -32.5% | +50.9% | +34.9% |
| 3Y | +76.4% | -12.3% | +88.8% | +70.4% |
| 5Y | +73.7% | -36.6% | +110.3% | +89.0% |
| 10Y | +302.5% | +41.0% | +261.5% | +172.2% |
| All | +948.7% | +913.8% | +34.9% | +130.5% |
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