+17.2%
XLI vs EFV
+30.7%
-13.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.1% | +1.5% | -2.5% | -2.2% |
| 30D | -5.9% | +1.7% | -7.7% | -7.2% |
| 3M | -0.3% | +8.6% | -8.9% | -6.8% |
| 6M | +0.1% | +11.7% | -11.5% | -8.6% |
| YTD | +13.6% | +19.3% | -5.7% | -2.9% |
| 1Y | +17.2% | +30.2% | -13.0% | -6.9% |
| All | +17.2% | +30.7% | -13.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling