+85.6%
EFXT vs VT
+351.3%
-265.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.1% |
| 7D | -8.8% | +0.4% | -9.1% | -9.0% |
| 30D | -15.6% | -2.6% | -13.0% | -14.3% |
| 3M | +1.7% | -3.2% | +5.0% | +3.8% |
| 6M | -25.1% | +0.9% | -26.0% | -25.3% |
| YTD | +32.0% | +11.3% | +20.6% | +24.5% |
| 1Y | +52.1% | +14.0% | +38.1% | +41.6% |
| 3Y | +358.5% | +75.8% | +282.6% | +247.4% |
| 5Y | +200.9% | +57.8% | +143.0% | +137.4% |
| 10Y | +124.4% | +219.8% | -95.4% | +40.0% |
| All | +85.6% | +351.3% | -265.7% | +5.7% |
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