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  • VGT vs EFX✓SelectedUSD · EFXVGT vs EFX performance historyLatest closeAs of-0.18%09/08
Stock and ETF performance explorer

VGT vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,263.1%
EFX return
+728.9%
Excess return
+1,534.2%
Maximum drawdown
-54.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D-0.2%-3.1%+2.9%+1.2%
7D+1.8%-7.8%+9.7%+5.5%
30D-0.3%-5.7%+5.4%+1.9%
3M+3.4%+2.5%+0.8%-0.1%
6M+35.0%-16.7%+51.7%+42.5%
YTD+28.8%-20.2%+48.9%+37.2%
1Y+38.0%-31.4%+69.4%+56.9%
3Y+125.8%-10.5%+136.3%+114.5%
5Y+134.7%-35.2%+169.9%+156.7%
10Y+792.6%+40.2%+752.4%+502.6%
All+2,263.1%+728.9%+1,534.2%+445.1%

Cumulative growth

Daily Returns

Daily percentage return beside EFX.

Daily Out/Under-Performance

Portfolio return minus EFX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EFX 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 EFX 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