+414.3%
VUG vs EFX
+42.6%
+371.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.7% |
| 7D | -0.5% | -4.5% | +4.1% | +1.1% |
| 30D | -1.0% | -6.1% | +5.1% | +0.9% |
| 3M | +3.5% | +6.2% | -2.7% | 0.0% |
| 6M | +14.2% | -11.2% | +25.4% | +17.0% |
| YTD | +8.5% | -21.4% | +29.9% | +15.3% |
| 1Y | +12.9% | -34.3% | +47.2% | +28.0% |
| 3Y | +85.6% | -12.5% | +98.2% | +80.2% |
| 5Y | +78.1% | -35.6% | +113.7% | +90.4% |
| All | +414.3% | +42.6% | +371.8% | +300.4% |
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