+402.8%
VUG vs EFX
+80.5%
+322.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -6.3% | +25.1% | -31.4% | -13.8% |
| 3M | -6.0% | +1.7% | -7.7% | -7.6% |
| 6M | -3.5% | +18.4% | -21.9% | -11.2% |
| YTD | +3.9% | -12.5% | +16.4% | +5.6% |
| 1Y | +5.1% | -8.1% | +13.2% | +4.7% |
| 3Y | +77.9% | +4.8% | +73.1% | +60.3% |
| 5Y | +62.4% | -30.1% | +92.5% | +67.9% |
| All | +402.8% | +80.5% | +322.4% | +255.4% |
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