+359.8%
EFXT vs VT
+69.7%
+290.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.5% |
| 7D | -17.9% | -2.3% | -15.6% | -15.7% |
| 30D | -18.1% | -5.0% | -13.2% | -12.9% |
| 3M | -6.1% | -4.9% | -1.2% | -0.3% |
| 6M | -28.1% | -1.5% | -26.6% | -26.9% |
| YTD | +26.2% | +8.5% | +17.7% | +13.3% |
| 1Y | +45.7% | +11.4% | +34.3% | +26.3% |
| 3Y | +359.8% | +70.1% | +289.7% | +148.4% |
| All | +359.8% | +69.7% | +290.0% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling