+318.8%
VWO vs EFX
+578.6%
-259.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | -11.1% | +9.4% | +3.5% |
| 30D | -0.3% | -7.4% | +7.1% | +2.8% |
| 3M | +4.0% | +1.5% | +2.5% | +1.2% |
| 6M | +8.1% | -13.7% | +21.8% | +12.7% |
| YTD | +11.6% | -21.9% | +33.5% | +20.3% |
| 1Y | +16.2% | -30.8% | +47.0% | +31.9% |
| 3Y | +63.3% | -12.4% | +75.6% | +53.5% |
| 5Y | +33.4% | -35.9% | +69.3% | +40.4% |
| 10Y | +113.3% | +41.0% | +72.3% | +17.5% |
| All | +318.8% | +578.6% | -259.8% | -40.1% |
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