+64.3%
XLF vs EFV
+95.9%
-31.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.2% |
| 7D | -1.5% | -0.8% | -0.7% | -0.8% |
| 30D | -1.2% | +0.6% | -1.8% | -1.7% |
| 3M | +9.2% | +7.5% | +1.6% | +2.9% |
| 6M | +16.3% | +13.0% | +3.3% | +4.8% |
| YTD | +5.4% | +18.3% | -12.9% | -8.9% |
| 1Y | +7.6% | +26.7% | -19.1% | -12.5% |
| 3Y | +74.2% | +89.6% | -15.4% | -2.3% |
| All | +64.3% | +95.9% | -31.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling