+104.4%
EFXT vs VOO
+679.9%
-575.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +1.0% | -2.0% | +3.0% | +2.1% |
| 30D | +7.4% | -1.7% | +9.1% | +8.4% |
| 3M | -6.5% | +4.7% | -11.2% | -8.7% |
| 6M | +1.7% | +12.6% | -10.8% | -4.3% |
| YTD | +45.3% | +11.8% | +33.5% | +37.3% |
| 1Y | +117.7% | +17.5% | +100.1% | +100.7% |
| 3Y | +276.5% | +77.0% | +199.6% | +190.8% |
| 5Y | +284.9% | +82.6% | +202.3% | +192.1% |
| 10Y | +156.8% | +320.0% | -163.2% | +49.9% |
| All | +104.4% | +679.9% | -575.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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