+225.7%
XLE vs EFA
+54.2%
+171.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.6% |
| 30D | +12.6% | -0.7% | +13.4% | +13.0% |
| 3M | +11.8% | +6.4% | +5.4% | +7.7% |
| 6M | +16.1% | +11.4% | +4.7% | +7.9% |
| YTD | +46.9% | +14.0% | +32.9% | +34.0% |
| 1Y | +53.3% | +20.2% | +33.0% | +34.7% |
| 3Y | +54.9% | +68.2% | -13.3% | +6.7% |
| 5Y | +225.7% | +54.8% | +170.9% | +141.3% |
| All | +225.7% | +54.2% | +171.5% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling