+412.9%
XLF vs EFX
+722.7%
-309.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.6% |
| 7D | -1.0% | -9.4% | +8.3% | +3.7% |
| 30D | -1.3% | -6.9% | +5.6% | +1.8% |
| 3M | +9.1% | +0.1% | +9.0% | +7.4% |
| 6M | +14.4% | -17.3% | +31.7% | +22.7% |
| YTD | +5.1% | -21.8% | +26.9% | +14.6% |
| 1Y | +8.6% | -32.5% | +41.2% | +26.8% |
| 3Y | +74.4% | -12.3% | +86.8% | +67.3% |
| 5Y | +64.4% | -36.6% | +101.0% | +79.2% |
| 10Y | +251.6% | +41.0% | +210.6% | +120.4% |
| All | +412.9% | +722.7% | -309.8% | +2.6% |
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