+148.7%
XLK vs EFX
-36.2%
+184.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.1% |
| 7D | +0.2% | -4.5% | +4.8% | +1.7% |
| 30D | -0.6% | -6.1% | +5.4% | +1.0% |
| 3M | +2.6% | +6.2% | -3.7% | -1.4% |
| 6M | +34.0% | -11.2% | +45.2% | +36.8% |
| YTD | +30.7% | -21.4% | +52.1% | +38.8% |
| 1Y | +39.2% | -34.3% | +73.5% | +58.7% |
| 3Y | +120.4% | -12.5% | +132.9% | +109.1% |
| All | +148.7% | -36.2% | +184.9% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling