+998.7%
XLE vs EFX
+821.3%
+177.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.7% | +0.3% | -7.0% | -6.9% |
| 30D | -4.4% | +29.1% | -33.5% | -13.0% |
| 3M | +4.0% | +4.3% | -0.3% | +1.3% |
| 6M | +13.2% | +7.7% | +5.4% | +7.7% |
| YTD | +41.9% | -12.5% | +54.4% | +42.9% |
| 1Y | +41.6% | -8.8% | +50.5% | +40.4% |
| 3Y | +64.0% | +4.3% | +59.6% | +48.0% |
| 5Y | +158.1% | -29.4% | +187.5% | +159.6% |
| 10Y | +163.9% | +78.1% | +85.8% | +72.6% |
| All | +998.7% | +821.3% | +177.5% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling