+80.4%
XLI vs EFV
+94.1%
-13.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -2.3% | -2.0% | -0.3% | -0.8% |
| 30D | -8.2% | -0.2% | -8.0% | -8.0% |
| 3M | +0.8% | +9.1% | -8.4% | -5.9% |
| 6M | +0.8% | +11.7% | -10.9% | -7.5% |
| YTD | +10.5% | +17.0% | -6.5% | -2.4% |
| 1Y | +14.1% | +26.7% | -12.6% | -5.2% |
| 3Y | +68.6% | +90.2% | -21.6% | +1.4% |
| 5Y | +80.4% | +96.1% | -15.7% | +3.5% |
| All | +80.4% | +94.1% | -13.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling