+142.5%
XLC vs EFX
+54.3%
+88.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | +1.0% |
| 7D | -0.8% | -8.6% | +7.8% | +2.2% |
| 30D | +1.0% | +0.1% | +0.9% | +0.8% |
| 3M | -0.7% | +3.8% | -4.5% | -2.7% |
| 6M | -5.1% | -13.5% | +8.4% | -1.5% |
| YTD | -4.3% | -17.7% | +13.4% | +0.4% |
| 1Y | -0.6% | -25.6% | +25.0% | +7.7% |
| 3Y | +72.7% | -12.1% | +84.8% | +68.0% |
| 5Y | +38.0% | -33.8% | +71.8% | +45.9% |
| All | +142.5% | +54.3% | +88.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling