-95.0%
EXFY vs VT
+54.3%
-149.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.2% | -8.3% | -8.4% |
| 7D | -12.8% | -2.3% | -10.4% | -9.3% |
| 30D | -9.7% | -5.0% | -4.7% | -1.9% |
| 3M | +3.5% | -4.9% | +8.4% | +12.4% |
| 6M | +86.4% | -1.5% | +87.9% | +91.9% |
| YTD | +35.8% | +8.5% | +27.3% | +17.8% |
| 1Y | +30.6% | +11.4% | +19.2% | +8.1% |
| 3Y | -26.8% | +70.1% | -96.9% | -70.2% |
| All | -95.0% | +54.3% | -149.3% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling