-1.5%
XLC vs EFV
+26.5%
-28.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.7% | -2.0% | +0.3% | -0.8% |
| 30D | +0.2% | -0.2% | +0.4% | +0.3% |
| 3M | +0.7% | +9.1% | -8.4% | -3.1% |
| 6M | -4.5% | +11.7% | -16.2% | -9.3% |
| YTD | -4.7% | +17.0% | -21.8% | -12.7% |
| 1Y | -1.5% | +26.7% | -28.2% | -14.5% |
| All | -1.5% | +26.5% | -28.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling