+103.7%
EFXT vs VT
+367.6%
-263.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +11.3% | +0.4% | +10.9% | +11.0% |
| 30D | +1.4% | +1.0% | +0.4% | +0.9% |
| 3M | -15.5% | +2.4% | -17.9% | -16.5% |
| 6M | -1.2% | +12.0% | -13.2% | -7.3% |
| YTD | +44.8% | +15.3% | +29.5% | +33.8% |
| 1Y | +117.2% | +22.6% | +94.6% | +94.3% |
| 3Y | +265.8% | +74.7% | +191.1% | +176.9% |
| 5Y | +288.1% | +66.1% | +222.0% | +198.2% |
| 10Y | +153.7% | +225.0% | -71.3% | +56.0% |
| All | +103.7% | +367.6% | -263.9% | +13.6% |
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