+64.7%
XLC vs EFX
+4.8%
+59.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | +3.7% | -0.8% | +4.5% | +3.9% |
| 30D | -1.9% | +25.1% | -27.0% | -6.7% |
| 3M | -3.1% | +1.7% | -4.8% | -3.7% |
| 6M | -6.4% | +18.4% | -24.7% | -10.3% |
| YTD | -6.8% | -12.5% | +5.7% | -5.1% |
| 1Y | -1.7% | -8.1% | +6.4% | -1.1% |
| 3Y | +64.7% | +4.8% | +59.9% | +58.7% |
| All | +64.7% | +4.8% | +59.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling