+820.5%
XLB vs EFX
+766.5%
+54.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | +2.2% |
| 7D | -1.4% | -8.6% | +7.2% | +2.0% |
| 30D | -0.4% | +0.1% | -0.5% | -0.7% |
| 3M | +2.0% | +3.8% | -1.9% | -0.7% |
| 6M | +1.8% | -13.5% | +15.3% | +5.8% |
| YTD | +16.6% | -17.7% | +34.2% | +22.2% |
| 1Y | +16.9% | -25.6% | +42.5% | +27.1% |
| 3Y | +32.6% | -12.1% | +44.6% | +29.2% |
| 5Y | +35.6% | -33.8% | +69.5% | +44.4% |
| 10Y | +160.0% | +45.1% | +114.9% | +84.0% |
| All | +820.5% | +766.5% | +54.0% | +178.2% |
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