+821.1%
XLB vs EFX
+820.7%
+0.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +5.2% | +25.1% | -20.0% | -4.2% |
| 3M | +0.3% | +1.7% | -1.4% | -1.3% |
| 6M | +1.2% | +18.4% | -17.2% | -7.2% |
| YTD | +16.6% | -12.5% | +29.2% | +18.5% |
| 1Y | +21.4% | -8.1% | +29.5% | +20.9% |
| 3Y | +43.2% | +4.8% | +38.4% | +29.3% |
| 5Y | +28.0% | -30.1% | +58.2% | +32.9% |
| 10Y | +164.8% | +81.5% | +83.3% | +69.2% |
| All | +821.1% | +820.7% | +0.3% | +169.9% |
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