+295.0%
EFXT vs SPY
+82.3%
+212.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.8% |
| 7D | +3.0% | -0.8% | +3.7% | +3.7% |
| 30D | +7.2% | -1.1% | +8.2% | +8.3% |
| 3M | -4.3% | +3.9% | -8.2% | -7.8% |
| 6M | +5.7% | +13.6% | -7.9% | -6.3% |
| YTD | +49.1% | +12.7% | +36.5% | +33.3% |
| 1Y | +119.4% | +17.5% | +101.8% | +88.7% |
| 3Y | +290.3% | +76.9% | +213.4% | +138.9% |
| All | +295.0% | +82.3% | +212.8% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling