-1.6%
VUG vs EFX
+10.9%
-12.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.3% |
| 7D | +4.4% | -3.6% | +8.0% | +4.2% |
| 30D | -7.3% | +25.3% | -32.6% | -6.9% |
| 3M | -4.2% | +3.8% | -8.0% | -3.9% |
| 6M | -1.6% | +12.7% | -14.3% | -1.3% |
| All | -1.6% | +10.9% | -12.5% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling