+120.4%
XLK vs EFA
+65.2%
+55.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.3% |
| 7D | +0.2% | -1.5% | +1.7% | +1.8% |
| 30D | -0.6% | -1.7% | +1.0% | +1.1% |
| 3M | +2.6% | +3.5% | -0.9% | -0.9% |
| 6M | +34.0% | +9.5% | +24.5% | +22.2% |
| YTD | +30.7% | +12.9% | +17.8% | +15.1% |
| 1Y | +39.2% | +18.2% | +21.0% | +16.8% |
| 3Y | +120.4% | +64.8% | +55.6% | +33.0% |
| All | +120.4% | +65.2% | +55.3% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling