+35.0%
XLB vs EFX
-36.4%
+71.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -2.9% | -9.4% | +6.4% | -0.4% |
| 30D | -3.4% | -6.9% | +3.5% | -1.7% |
| 3M | +1.6% | +0.1% | +1.5% | +0.8% |
| 6M | +3.6% | -17.3% | +21.0% | +8.2% |
| YTD | +14.2% | -21.8% | +36.1% | +20.5% |
| 1Y | +15.6% | -32.5% | +48.1% | +27.4% |
| 3Y | +33.1% | -12.3% | +45.4% | +29.2% |
| 5Y | +35.0% | -36.6% | +71.7% | +42.0% |
| All | +35.0% | -36.4% | +71.5% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling