+34.1%
XLP vs EFA
+54.3%
-20.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -0.9% | +0.9% | -1.7% | -1.2% |
| 3M | +3.8% | +4.9% | -1.1% | +1.8% |
| 6M | -1.7% | +8.6% | -10.3% | -5.1% |
| YTD | +10.3% | +14.6% | -4.4% | +4.1% |
| 1Y | +7.8% | +22.6% | -14.8% | -1.1% |
| 3Y | +27.2% | +66.5% | -39.3% | +1.4% |
| All | +34.1% | +54.3% | -20.2% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling