+253.9%
XLI vs EFX
+42.6%
+211.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.7% | -4.5% | +2.9% | -0.2% |
| 30D | -7.3% | -6.1% | -1.2% | -5.7% |
| 3M | -1.3% | +6.2% | -7.6% | -4.4% |
| 6M | +2.2% | -11.2% | +13.4% | +4.5% |
| YTD | +11.7% | -21.4% | +33.1% | +18.1% |
| 1Y | +14.3% | -34.3% | +48.6% | +28.4% |
| 3Y | +70.3% | -12.5% | +82.9% | +66.2% |
| 5Y | +82.3% | -35.6% | +117.9% | +94.3% |
| All | +253.9% | +42.6% | +211.3% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling