+102.9%
XLP vs EFA
+141.9%
-39.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -1.3% | -0.7% | -0.6% | -1.0% |
| 3M | +1.8% | +6.4% | -4.6% | -1.6% |
| 6M | -0.8% | +11.4% | -12.2% | -6.7% |
| YTD | +9.5% | +14.0% | -4.5% | +1.6% |
| 1Y | +7.2% | +20.2% | -13.0% | -3.5% |
| 3Y | +27.1% | +68.2% | -41.1% | -6.0% |
| 5Y | +32.0% | +54.8% | -22.8% | +1.7% |
| 10Y | +102.9% | +142.4% | -39.5% | +14.8% |
| All | +102.9% | +141.9% | -39.0% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling