-94.2%
EXFY vs VT
+64.0%
-158.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -7.8% | +0.4% | -8.2% | -8.5% |
| 30D | +17.8% | +1.0% | +16.8% | +16.2% |
| 3M | +107.0% | +2.4% | +104.6% | +100.3% |
| 6M | +133.3% | +12.0% | +121.3% | +93.5% |
| YTD | +57.6% | +15.3% | +42.3% | +24.0% |
| 1Y | +24.6% | +22.6% | +2.0% | -11.8% |
| 3Y | -46.2% | +74.7% | -120.8% | -78.9% |
| All | -94.2% | +64.0% | -158.2% | -97.0% |
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