+750.6%
XLE vs EFA
+394.8%
+355.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.2% | +0.6% | +1.6% | +1.6% |
| 30D | +11.8% | +0.9% | +10.9% | +10.7% |
| 3M | +9.8% | +4.9% | +5.0% | +4.2% |
| 6M | +15.6% | +8.6% | +7.0% | +4.5% |
| YTD | +45.3% | +14.6% | +30.6% | +24.4% |
| 1Y | +48.3% | +22.6% | +25.7% | +18.7% |
| 3Y | +55.4% | +66.5% | -11.1% | -8.9% |
| 5Y | +216.1% | +54.5% | +161.6% | +96.3% |
| 10Y | +178.4% | +144.8% | +33.6% | +16.6% |
| All | +750.6% | +394.8% | +355.8% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling