+136.0%
XLC vs EFX
+63.9%
+72.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.8% |
| 7D | +3.7% | -0.8% | +4.5% | +4.0% |
| 30D | -1.9% | +25.1% | -27.0% | -9.5% |
| 3M | -3.1% | +1.7% | -4.8% | -4.4% |
| 6M | -6.4% | +18.4% | -24.7% | -13.0% |
| YTD | -6.8% | -12.5% | +5.7% | -4.8% |
| 1Y | -1.7% | -8.1% | +6.4% | -1.5% |
| 3Y | +64.7% | +4.8% | +59.9% | +49.1% |
| 5Y | +41.1% | -30.1% | +71.2% | +45.9% |
| All | +136.0% | +63.9% | +72.1% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling