+106.6%
EFXT vs SPY
+680.0%
-573.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +5.9% | -0.4% | +6.2% | +6.1% |
| 30D | +10.2% | -1.4% | +11.6% | +11.1% |
| 3M | -8.5% | +3.7% | -12.2% | -10.3% |
| 6M | +3.1% | +13.0% | -9.9% | -3.3% |
| YTD | +46.9% | +12.4% | +34.5% | +38.2% |
| 1Y | +123.5% | +18.5% | +104.9% | +104.8% |
| 3Y | +280.6% | +77.6% | +203.0% | +191.5% |
| 5Y | +289.0% | +81.7% | +207.3% | +193.5% |
| 10Y | +159.5% | +319.7% | -160.1% | +49.3% |
| All | +106.6% | +680.0% | -573.5% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling