+1,250.4%
VUG vs EFX
+755.1%
+495.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | +2.3% |
| 7D | -0.1% | -8.6% | +8.5% | +3.8% |
| 30D | -0.3% | +0.1% | -0.4% | -0.8% |
| 3M | -0.7% | +3.8% | -4.5% | -3.9% |
| 6M | +14.6% | -13.5% | +28.1% | +19.3% |
| YTD | +9.0% | -17.7% | +26.7% | +14.8% |
| 1Y | +14.9% | -25.6% | +40.4% | +25.6% |
| 3Y | +86.0% | -12.1% | +98.1% | +79.4% |
| 5Y | +76.7% | -33.8% | +110.5% | +90.7% |
| 10Y | +411.3% | +45.1% | +366.1% | +245.9% |
| All | +1,250.4% | +755.1% | +495.4% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling