+125.3%
EFXT vs VT
+222.7%
-97.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +7.9% | +2.9% | +5.0% | +5.8% |
| 30D | -26.1% | -2.5% | -23.5% | -24.6% |
| 3M | -4.8% | -3.3% | -1.5% | -2.4% |
| 6M | -24.4% | +1.5% | -25.9% | -25.0% |
| YTD | +32.5% | +11.4% | +21.1% | +23.2% |
| 1Y | +51.1% | +11.9% | +39.2% | +40.0% |
| 3Y | +373.9% | +73.9% | +300.1% | +238.7% |
| 5Y | +221.1% | +57.9% | +163.2% | +137.5% |
| All | +125.3% | +222.7% | -97.4% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling