-94.6%
EXFY vs VT
+53.9%
-148.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | +0.3% |
| 7D | -8.2% | -4.2% | -4.1% | -1.6% |
| 30D | 0.0% | -5.8% | +5.8% | +10.3% |
| 3M | +10.4% | -5.2% | +15.6% | +20.6% |
| 6M | +100.9% | +0.1% | +100.8% | +101.2% |
| YTD | +47.7% | +8.2% | +39.4% | +28.7% |
| 1Y | +37.7% | +10.1% | +27.5% | +16.2% |
| 3Y | -18.3% | +69.7% | -88.0% | -66.7% |
| All | -94.6% | +53.9% | -148.5% | -96.9% |
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