+22.6%
EFA vs XLB
+17.4%
+5.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +0.6% | -1.4% | +2.0% | +1.4% |
| 30D | +0.9% | -0.4% | +1.2% | +1.0% |
| 3M | +4.9% | +2.0% | +2.9% | +3.4% |
| 6M | +8.6% | +1.8% | +6.7% | +6.6% |
| YTD | +14.6% | +16.6% | -2.0% | +5.7% |
| 1Y | +22.6% | +16.9% | +5.7% | +12.2% |
| All | +22.6% | +17.4% | +5.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling