+100.5%
EFA vs XLC
+145.0%
-44.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -1.7% | +2.1% | -3.8% | -2.9% |
| 3M | +3.5% | +0.7% | +2.8% | +2.7% |
| 6M | +9.5% | -3.2% | +12.7% | +11.2% |
| YTD | +12.9% | -3.8% | +16.7% | +15.0% |
| 1Y | +18.2% | -2.0% | +20.2% | +19.1% |
| 3Y | +64.8% | +71.4% | -6.5% | +18.2% |
| 5Y | +53.9% | +40.7% | +13.2% | +23.2% |
| All | +100.5% | +145.0% | -44.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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