+159.8%
XLB vs EFX
+42.6%
+117.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.8% | -4.5% | +1.7% | -1.4% |
| 30D | -3.1% | -6.1% | +3.0% | -1.4% |
| 3M | -0.2% | +6.2% | -6.4% | -2.8% |
| 6M | +3.1% | -11.2% | +14.3% | +5.6% |
| YTD | +13.3% | -21.4% | +34.7% | +19.7% |
| 1Y | +12.0% | -34.3% | +46.4% | +25.6% |
| 3Y | +31.4% | -12.5% | +43.9% | +28.5% |
| 5Y | +33.9% | -35.6% | +69.5% | +42.2% |
| All | +159.8% | +42.6% | +117.2% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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