+503.9%
XLP vs EFA
+394.8%
+109.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -0.9% | +0.9% | -1.7% | -1.3% |
| 3M | +3.8% | +4.9% | -1.1% | +1.4% |
| 6M | -1.7% | +8.6% | -10.3% | -5.6% |
| YTD | +10.3% | +14.6% | -4.4% | +3.3% |
| 1Y | +7.8% | +22.6% | -14.8% | -2.1% |
| 3Y | +27.2% | +66.5% | -39.3% | +0.2% |
| 5Y | +32.5% | +54.5% | -22.0% | +7.0% |
| 10Y | +101.8% | +144.8% | -43.0% | +32.3% |
| All | +503.9% | +394.8% | +109.1% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling