+14.3%
XLI vs EFV
+27.7%
-13.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | -1.7% | -0.8% | -0.8% | -1.0% |
| 30D | -7.3% | +0.6% | -7.9% | -7.7% |
| 3M | -1.3% | +7.5% | -8.9% | -7.1% |
| 6M | +2.2% | +13.0% | -10.8% | -7.5% |
| YTD | +11.7% | +18.3% | -6.6% | -4.0% |
| 1Y | +14.3% | +26.7% | -12.5% | -7.6% |
| All | +14.3% | +27.7% | -13.4% | -7.6% |
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