-65.6%
XE vs EFV
+9.2%
-74.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.1% | -11.6% | -14.0% |
| 7D | -12.9% | +2.9% | -15.8% | -17.8% |
| 30D | -30.3% | +3.6% | -33.8% | -35.1% |
| 3M | -45.9% | -0.1% | -45.8% | -45.0% |
| 6M | -66.2% | +9.6% | -75.8% | -71.5% |
| All | -65.6% | +9.2% | -74.7% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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