+181.3%
XLE vs EFX
+38.5%
+142.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +0.3% | -9.4% | +9.7% | +2.7% |
| 30D | +8.5% | -6.9% | +15.4% | +10.2% |
| 3M | +14.6% | +0.1% | +14.5% | +13.5% |
| 6M | +17.6% | -17.3% | +34.9% | +21.7% |
| YTD | +48.1% | -21.8% | +69.9% | +54.6% |
| 1Y | +53.8% | -32.5% | +86.3% | +66.9% |
| 3Y | +56.2% | -12.3% | +68.6% | +51.6% |
| 5Y | +227.7% | -36.6% | +264.3% | +245.2% |
| 10Y | +181.3% | +41.0% | +140.3% | +114.3% |
| All | +181.3% | +38.5% | +142.8% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling