+384.1%
XLE vs EFV
+258.8%
+125.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.7% |
| 7D | +2.2% | +1.5% | +0.7% | +0.7% |
| 30D | +11.8% | +1.7% | +10.0% | +9.8% |
| 3M | +9.8% | +8.6% | +1.2% | +0.8% |
| 6M | +15.6% | +11.7% | +3.9% | +1.8% |
| YTD | +45.3% | +19.3% | +26.0% | +19.6% |
| 1Y | +48.3% | +30.2% | +18.1% | +11.7% |
| 3Y | +55.4% | +91.6% | -36.1% | -21.6% |
| 5Y | +216.1% | +96.4% | +119.7% | +54.7% |
| 10Y | +178.4% | +166.5% | +11.9% | +6.3% |
| All | +384.1% | +258.8% | +125.2% | +26.1% |
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