+52.5%
XLE vs EFX
-31.3%
+83.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.0% |
| 7D | 0.0% | -7.8% | +7.8% | -0.3% |
| 30D | +12.6% | -5.7% | +18.4% | +12.4% |
| 3M | +11.8% | +2.5% | +9.3% | +12.0% |
| 6M | +16.1% | -16.7% | +32.7% | +16.5% |
| YTD | +46.9% | -20.2% | +67.1% | +48.6% |
| All | +52.5% | -31.3% | +83.9% | +56.0% |
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