+49.9%
XLE vs EFX
-7.5%
+57.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.6% |
| 7D | -7.2% | +9.2% | -16.4% | -6.7% |
| 30D | +0.1% | +34.8% | -34.7% | +1.7% |
| 3M | +9.2% | +8.8% | +0.4% | +9.6% |
| 6M | +8.4% | +12.3% | -3.9% | +8.9% |
| YTD | +44.9% | -10.6% | +55.5% | +47.4% |
| 1Y | +49.9% | -6.7% | +56.6% | +51.3% |
| All | +49.9% | -7.5% | +57.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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