+44.0%
XLP vs EFA
+49.5%
-5.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +2.5% | +2.2% | +0.3% | +1.7% |
| 30D | +7.3% | +1.4% | +5.9% | +6.8% |
| 3M | +8.1% | -4.2% | +12.2% | +9.7% |
| 6M | +10.5% | +1.9% | +8.6% | +9.4% |
| YTD | +21.2% | +10.2% | +11.0% | +16.0% |
| 1Y | +22.7% | +12.8% | +9.9% | +16.3% |
| 3Y | +44.8% | +65.2% | -20.4% | +15.2% |
| All | +44.0% | +49.5% | -5.4% | +18.4% |
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