+81.8%
XLI vs EFX
-36.2%
+118.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.7% | -4.5% | +2.9% | -0.5% |
| 30D | -7.3% | -6.1% | -1.2% | -6.0% |
| 3M | -1.3% | +6.2% | -7.6% | -3.9% |
| 6M | +2.2% | -11.2% | +13.4% | +4.3% |
| YTD | +11.7% | -21.4% | +33.1% | +17.5% |
| 1Y | +14.3% | -34.3% | +48.6% | +26.9% |
| 3Y | +70.3% | -12.5% | +82.9% | +66.1% |
| All | +81.8% | -36.2% | +118.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling