+37.6%
XLC vs EFX
-36.4%
+74.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | 0.0% |
| 7D | -1.4% | -9.4% | +8.0% | +1.7% |
| 30D | -0.9% | -6.9% | +6.0% | +1.2% |
| 3M | -0.3% | +0.1% | -0.4% | -1.1% |
| 6M | -5.2% | -17.3% | +12.1% | -0.2% |
| YTD | -5.3% | -21.8% | +16.5% | +1.0% |
| 1Y | -2.8% | -32.5% | +29.7% | +8.8% |
| 3Y | +71.2% | -12.3% | +83.5% | +63.4% |
| 5Y | +37.6% | -36.6% | +74.2% | +46.2% |
| All | +37.6% | -36.4% | +74.0% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling