+141.3%
XLC vs EFV
+120.1%
+21.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -0.1% |
| 30D | +0.2% | -0.2% | +0.4% | +0.4% |
| 3M | +0.7% | +9.1% | -8.4% | -6.0% |
| 6M | -4.5% | +11.7% | -16.2% | -12.6% |
| YTD | -4.7% | +17.0% | -21.8% | -16.2% |
| 1Y | -1.5% | +26.7% | -28.2% | -18.7% |
| 3Y | +72.2% | +90.2% | -17.9% | +2.0% |
| 5Y | +39.3% | +96.1% | -56.8% | -19.9% |
| All | +141.3% | +120.1% | +21.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling