+767.2%
XLI vs EFV
+256.4%
+510.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.2% |
| 30D | -5.8% | +0.2% | -6.0% | -6.0% |
| 3M | +0.7% | +9.6% | -8.9% | -6.3% |
| 6M | +3.2% | +14.0% | -10.9% | -7.0% |
| YTD | +13.0% | +18.5% | -5.4% | -1.2% |
| 1Y | +16.8% | +27.9% | -11.1% | -3.9% |
| 3Y | +72.4% | +92.4% | -20.0% | +2.4% |
| 5Y | +82.8% | +97.2% | -14.4% | +5.9% |
| 10Y | +252.4% | +163.0% | +89.4% | +65.1% |
| All | +767.2% | +256.4% | +510.8% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling