+248.8%
XLF vs EFX
+42.6%
+206.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.5% | -4.5% | +3.1% | 0.0% |
| 30D | -1.2% | -6.1% | +4.9% | +0.6% |
| 3M | +9.2% | +6.2% | +3.0% | +6.1% |
| 6M | +16.3% | -11.2% | +27.5% | +19.4% |
| YTD | +5.4% | -21.4% | +26.8% | +12.0% |
| 1Y | +7.6% | -34.3% | +41.9% | +21.2% |
| 3Y | +74.2% | -12.5% | +86.7% | +70.3% |
| 5Y | +66.1% | -35.6% | +101.7% | +77.0% |
| All | +248.8% | +42.6% | +206.3% | +167.8% |
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