+28.6%
XLB vs EFV
+93.2%
-64.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +0.5% | +2.5% | -2.0% | -1.7% |
| 30D | +5.2% | +2.9% | +2.2% | +2.4% |
| 3M | +0.3% | -1.4% | +1.7% | +1.6% |
| 6M | +1.2% | +5.5% | -4.4% | -3.8% |
| YTD | +16.6% | +16.1% | +0.6% | +1.4% |
| 1Y | +21.4% | +20.3% | +1.2% | +2.2% |
| 3Y | +43.2% | +90.4% | -47.2% | -22.2% |
| All | +28.6% | +93.2% | -64.6% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling