+20.7%
XLK vs EFX
-7.5%
+28.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.2% |
| 7D | -7.6% | +9.2% | -16.8% | -6.9% |
| 30D | -12.2% | +34.8% | -46.9% | -10.5% |
| 3M | -5.5% | +8.8% | -14.3% | -4.6% |
| 6M | +9.2% | +12.3% | -3.1% | +10.3% |
| YTD | +23.0% | -10.6% | +33.7% | +27.4% |
| 1Y | +20.7% | -6.7% | +27.4% | +24.8% |
| All | +20.7% | -7.5% | +28.2% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling