+835.0%
XLB vs EFX
+822.1%
+12.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -2.0% | +0.3% | -0.9% |
| 30D | +7.2% | +27.9% | -20.6% | -3.2% |
| 3M | 0.0% | +3.8% | -3.8% | -2.4% |
| 6M | +2.3% | +13.0% | -10.7% | -4.5% |
| YTD | +18.4% | -12.4% | +30.8% | +20.2% |
| 1Y | +23.3% | -10.4% | +33.7% | +24.0% |
| 3Y | +45.2% | +4.4% | +40.7% | +31.2% |
| 5Y | +31.0% | -28.9% | +59.8% | +34.9% |
| 10Y | +168.8% | +81.7% | +87.0% | +71.7% |
| All | +835.0% | +822.1% | +12.8% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling