-50.0%
VTRS vs EFX
+42.6%
-92.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.2% | -4.5% | +2.4% | -0.9% |
| 30D | +3.3% | -6.1% | +9.4% | +4.9% |
| 3M | +2.0% | +6.2% | -4.2% | -0.5% |
| 6M | +19.9% | -11.2% | +31.2% | +22.8% |
| YTD | +35.7% | -21.4% | +57.1% | +43.0% |
| 1Y | +68.1% | -34.3% | +102.4% | +86.5% |
| 3Y | +87.1% | -12.5% | +99.6% | +84.9% |
| 5Y | +47.6% | -35.6% | +83.2% | +55.6% |
| All | -50.0% | +42.6% | -92.5% | -60.5% |
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 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