+32.5%
XLB vs EFX
-12.7%
+45.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -2.9% | -9.4% | +6.4% | -1.0% |
| 30D | -3.4% | -6.9% | +3.5% | -2.1% |
| 3M | +1.6% | +0.1% | +1.5% | +1.1% |
| 6M | +3.6% | -17.3% | +21.0% | +7.2% |
| YTD | +14.2% | -21.8% | +36.1% | +19.4% |
| 1Y | +15.6% | -32.5% | +48.1% | +25.3% |
| All | +32.5% | -12.7% | +45.2% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling