+370.8%
XLE vs EFV
+249.8%
+121.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -2.1% |
| 7D | -7.9% | +1.7% | -9.6% | -9.7% |
| 30D | -4.8% | +3.4% | -8.3% | -8.2% |
| 3M | +8.4% | -1.7% | +10.0% | +9.4% |
| 6M | +12.7% | +6.4% | +6.3% | +4.7% |
| YTD | +41.3% | +16.3% | +25.0% | +18.6% |
| 1Y | +42.3% | +22.9% | +19.4% | +12.9% |
| 3Y | +65.1% | +92.8% | -27.8% | -17.6% |
| 5Y | +150.2% | +93.5% | +56.7% | +23.4% |
| 10Y | +163.9% | +162.1% | +1.8% | +1.8% |
| All | +370.8% | +249.8% | +121.0% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling