+1,111.5%
XLI vs EFX
+740.0%
+371.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.7% |
| 7D | +1.0% | -7.8% | +8.8% | +4.1% |
| 30D | -5.8% | -5.7% | -0.1% | -4.0% |
| 3M | +0.7% | +2.5% | -1.8% | -1.8% |
| 6M | +3.2% | -16.7% | +19.9% | +8.5% |
| YTD | +13.0% | -20.2% | +33.2% | +19.8% |
| 1Y | +16.8% | -31.4% | +48.2% | +31.0% |
| 3Y | +72.4% | -10.5% | +82.9% | +66.2% |
| 5Y | +82.8% | -35.2% | +118.0% | +95.8% |
| 10Y | +252.4% | +40.2% | +212.3% | +152.2% |
| All | +1,111.5% | +740.0% | +371.6% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling