+81.8%
XLI vs EFA
+52.4%
+29.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.3% |
| 7D | -1.7% | -1.5% | -0.1% | -0.4% |
| 30D | -7.3% | -1.7% | -5.6% | -6.0% |
| 3M | -1.3% | +3.5% | -4.8% | -4.1% |
| 6M | +2.2% | +9.5% | -7.2% | -5.0% |
| YTD | +11.7% | +12.9% | -1.2% | +1.2% |
| 1Y | +14.3% | +18.2% | -3.9% | -0.3% |
| 3Y | +70.3% | +64.8% | +5.5% | +13.3% |
| All | +81.8% | +52.4% | +29.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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