+173.9%
XLE vs EFV
+161.2%
+12.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.2% | -1.0% | +0.8% | +0.8% |
| 30D | -4.0% | +3.1% | -7.1% | -7.4% |
| 3M | +4.6% | -1.2% | +5.9% | +5.3% |
| 6M | +12.3% | +5.6% | +6.7% | +4.4% |
| YTD | +44.5% | +15.8% | +28.7% | +19.3% |
| 1Y | +42.4% | +20.0% | +22.4% | +12.7% |
| 3Y | +67.0% | +91.0% | -23.9% | -25.0% |
| 5Y | +161.9% | +93.7% | +68.3% | +13.8% |
| 10Y | +173.9% | +160.9% | +12.9% | -7.4% |
| All | +173.9% | +161.2% | +12.7% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling