Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VXUS vs EFX✓SelectedUSD · EFXVXUS vs EFX performance historyLatest closeAs of-0.76%09/09
Stock and ETF performance explorer

VXUS vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+150.1%
EFX return
+38.5%
Excess return
+111.6%
Maximum drawdown
-36.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D-0.8%-2.1%+1.3%-0.3%
7D+0.3%-9.4%+9.7%+2.6%
30D+0.7%-6.9%+7.6%+2.2%
3M+4.8%+0.1%+4.6%+3.7%
6M+11.3%-17.3%+28.7%+15.4%
YTD+16.5%-21.8%+38.3%+21.9%
1Y+24.3%-32.5%+56.8%+34.9%
3Y+74.5%-12.3%+86.8%+71.0%
5Y+54.3%-36.6%+91.0%+61.9%
10Y+150.1%+41.0%+109.1%+103.4%
All+150.1%+38.5%+111.6%+103.4%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling