+788.5%
XLK vs EFX
+42.6%
+745.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.1% |
| 7D | +0.2% | -4.5% | +4.8% | +1.9% |
| 30D | -0.6% | -6.1% | +5.4% | +1.2% |
| 3M | +2.6% | +6.2% | -3.7% | -1.6% |
| 6M | +34.0% | -11.2% | +45.2% | +36.7% |
| YTD | +30.7% | -21.4% | +52.1% | +38.7% |
| 1Y | +39.2% | -34.3% | +73.5% | +58.3% |
| 3Y | +120.4% | -12.5% | +132.9% | +112.9% |
| 5Y | +148.8% | -35.6% | +184.4% | +167.1% |
| All | +788.5% | +42.6% | +745.9% | +569.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling