+49.9%
XLE vs EFV
+25.8%
+24.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.9% | -4.0% |
| 7D | -7.2% | +2.9% | -10.1% | -6.5% |
| 30D | +0.1% | +3.6% | -3.5% | +1.0% |
| 3M | +9.2% | -0.1% | +9.3% | +9.5% |
| 6M | +8.4% | +9.6% | -1.2% | +9.8% |
| YTD | +44.9% | +17.0% | +27.9% | +40.7% |
| 1Y | +49.9% | +25.7% | +24.2% | +41.5% |
| All | +49.9% | +25.8% | +24.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling