+117.2%
EFXT vs SPY
+20.8%
+96.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +11.3% | +0.1% | +11.2% | +11.2% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | -15.5% | +2.0% | -17.5% | -16.8% |
| 6M | -1.2% | +13.0% | -14.2% | -11.1% |
| YTD | +44.8% | +13.5% | +31.3% | +29.0% |
| 1Y | +117.2% | +20.0% | +97.2% | +83.7% |
| All | +117.2% | +20.8% | +96.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling