+103.6%
EFA vs XLC
+143.7%
-40.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | +0.6% | -0.8% | +1.4% | +1.1% |
| 30D | +0.9% | +1.0% | -0.2% | +0.2% |
| 3M | +4.9% | -0.7% | +5.6% | +4.9% |
| 6M | +8.6% | -5.1% | +13.7% | +11.6% |
| YTD | +14.6% | -4.3% | +18.9% | +17.1% |
| 1Y | +22.6% | -0.6% | +23.2% | +22.4% |
| 3Y | +66.5% | +72.7% | -6.2% | +18.9% |
| 5Y | +54.5% | +38.0% | +16.5% | +25.2% |
| All | +103.6% | +143.7% | -40.1% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling