+553.2%
XLP vs EFA
+379.3%
+173.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | +8.9% | +1.5% | +7.4% | +8.2% |
| 3M | +7.5% | -3.3% | +10.8% | +9.0% |
| 6M | +9.4% | +2.6% | +6.9% | +7.8% |
| YTD | +19.3% | +11.0% | +8.2% | +13.2% |
| 1Y | +21.7% | +15.1% | +6.6% | +13.7% |
| 3Y | +44.0% | +67.6% | -23.7% | +13.0% |
| 5Y | +42.8% | +50.5% | -7.7% | +16.6% |
| 10Y | +128.8% | +144.8% | -16.0% | +50.0% |
| All | +553.2% | +379.3% | +173.9% | +200.8% |
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 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