+1,901.6%
XLK vs EFA
+382.5%
+1,519.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -0.4% | -2.4% | +2.0% | +1.7% |
| 30D | -0.5% | -2.2% | +1.8% | +1.5% |
| 3M | +5.0% | +5.7% | -0.7% | +0.3% |
| 6M | +32.9% | +8.2% | +24.7% | +24.5% |
| YTD | +29.0% | +11.8% | +17.2% | +17.4% |
| 1Y | +37.8% | +18.3% | +19.6% | +19.6% |
| 3Y | +118.7% | +64.9% | +53.8% | +43.3% |
| 5Y | +145.6% | +52.4% | +93.2% | +73.6% |
| 10Y | +791.5% | +142.4% | +649.1% | +339.8% |
| All | +1,901.6% | +382.5% | +1,519.1% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling