+150.2%
XLE vs EFV
+92.7%
+57.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.2% |
| 7D | -7.9% | +1.7% | -9.6% | -9.0% |
| 30D | -4.8% | +3.4% | -8.3% | -7.0% |
| 3M | +8.4% | -1.7% | +10.0% | +9.2% |
| 6M | +12.7% | +6.4% | +6.3% | +7.2% |
| YTD | +41.3% | +16.3% | +25.0% | +24.4% |
| 1Y | +42.3% | +22.9% | +19.4% | +19.7% |
| 3Y | +65.1% | +92.8% | -27.8% | -5.8% |
| 5Y | +150.2% | +93.5% | +56.7% | +39.0% |
| All | +150.2% | +92.7% | +57.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling