+1,019.2%
XLE vs EFX
+822.1%
+197.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -0.2% | -2.0% | +1.7% | +0.4% |
| 30D | -4.0% | +27.9% | -31.9% | -12.3% |
| 3M | +4.6% | +3.8% | +0.8% | +2.1% |
| 6M | +12.3% | +13.0% | -0.7% | +5.2% |
| YTD | +44.5% | -12.4% | +56.9% | +45.5% |
| 1Y | +42.4% | -10.4% | +52.8% | +42.0% |
| 3Y | +67.0% | +4.4% | +62.6% | +50.7% |
| 5Y | +161.9% | -28.9% | +190.8% | +162.8% |
| 10Y | +173.9% | +81.7% | +92.1% | +77.7% |
| All | +1,019.2% | +822.1% | +197.1% | +272.4% |
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