+1,455.3%
XLK vs EFX
+722.4%
+732.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | -11.1% | +10.7% | +4.4% |
| 30D | -0.5% | -7.4% | +6.9% | +2.3% |
| 3M | +5.0% | +1.5% | +3.5% | +2.1% |
| 6M | +32.9% | -13.7% | +46.5% | +37.3% |
| YTD | +29.0% | -21.9% | +50.8% | +37.6% |
| 1Y | +37.8% | -30.8% | +68.6% | +54.0% |
| 3Y | +118.7% | -12.4% | +131.0% | +111.5% |
| 5Y | +145.6% | -35.9% | +181.5% | +167.7% |
| 10Y | +791.5% | +41.0% | +750.5% | +539.6% |
| All | +1,455.3% | +722.4% | +732.8% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling