+173.9%
XLE vs EFA
+145.9%
+28.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -0.2% | -1.0% | +0.8% | +0.7% |
| 30D | -4.0% | +1.6% | -5.6% | -5.7% |
| 3M | +4.6% | -3.2% | +7.8% | +7.2% |
| 6M | +12.3% | +2.5% | +9.8% | +7.9% |
| YTD | +44.5% | +10.7% | +33.8% | +25.9% |
| 1Y | +42.4% | +12.8% | +29.7% | +21.4% |
| 3Y | +67.0% | +66.4% | +0.6% | -9.5% |
| 5Y | +161.9% | +51.4% | +110.6% | +56.9% |
| 10Y | +173.9% | +146.3% | +27.6% | +1.5% |
| All | +173.9% | +145.9% | +28.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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