+76.0%
VUG vs EFX
-36.4%
+112.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +0.1% | -9.4% | +9.5% | +3.3% |
| 30D | -1.7% | -6.9% | +5.2% | +0.4% |
| 3M | +2.8% | +0.1% | +2.7% | +1.4% |
| 6M | +13.6% | -17.3% | +30.9% | +19.6% |
| YTD | +8.1% | -21.8% | +29.9% | +15.4% |
| 1Y | +13.1% | -32.5% | +45.6% | +27.5% |
| 3Y | +87.0% | -12.3% | +99.3% | +76.4% |
| 5Y | +76.0% | -36.6% | +112.6% | +90.6% |
| All | +76.0% | -36.4% | +112.4% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling