+181.3%
XLE vs EFA
+141.5%
+39.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.7% |
| 30D | +8.5% | -1.3% | +9.9% | +9.8% |
| 3M | +14.6% | +5.2% | +9.4% | +8.2% |
| 6M | +17.6% | +9.4% | +8.2% | +4.9% |
| YTD | +48.1% | +12.7% | +35.4% | +27.4% |
| 1Y | +53.8% | +19.3% | +34.5% | +24.2% |
| 3Y | +56.2% | +66.3% | -10.1% | -14.8% |
| 5Y | +227.7% | +53.4% | +174.4% | +95.2% |
| 10Y | +181.3% | +144.4% | +36.9% | -0.3% |
| All | +181.3% | +141.5% | +39.8% | -0.3% |
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