+48.3%
XLE vs EFX
-25.2%
+73.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -1.1% |
| 7D | +2.2% | -8.6% | +10.8% | +1.8% |
| 30D | +11.8% | +0.1% | +11.7% | +11.8% |
| 3M | +9.8% | +3.8% | +6.0% | +10.0% |
| 6M | +15.6% | -13.5% | +29.1% | +15.9% |
| YTD | +45.3% | -17.7% | +62.9% | +46.7% |
| 1Y | +48.3% | -25.6% | +73.9% | +49.9% |
| All | +48.3% | -25.2% | +73.5% | +49.9% |
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