+83.9%
EFXT vs VT
+349.1%
-265.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.4% | -3.1% | -13.4% | -14.8% |
| 3M | -1.9% | -3.5% | +1.6% | +0.2% |
| 6M | -25.8% | +0.5% | -26.2% | -25.8% |
| YTD | +30.7% | +10.8% | +19.9% | +23.6% |
| 1Y | +48.9% | +11.9% | +37.0% | +40.1% |
| 3Y | +367.5% | +73.0% | +294.6% | +257.2% |
| 5Y | +212.1% | +58.6% | +153.5% | +146.0% |
| 10Y | +122.3% | +219.2% | -96.9% | +39.0% |
| All | +83.9% | +349.1% | -265.3% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling