-34.4%
XE vs EFV
+10.5%
-44.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +9.7% |
| 7D | +4.0% | +1.0% | +3.0% | +1.2% |
| 30D | -15.5% | +0.2% | -15.6% | -15.8% |
| 3M | -14.6% | +9.6% | -24.2% | -29.8% |
| All | -34.4% | +10.5% | -44.9% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling