+128.8%
XLP vs EFV
+165.2%
-36.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.4% |
| 7D | +0.1% | +1.7% | -1.7% | -0.8% |
| 30D | +8.9% | +3.4% | +5.5% | +7.1% |
| 3M | +7.5% | -1.7% | +9.2% | +8.3% |
| 6M | +9.4% | +6.4% | +3.0% | +5.9% |
| YTD | +19.3% | +16.3% | +3.0% | +10.1% |
| 1Y | +21.7% | +22.9% | -1.2% | +9.3% |
| 3Y | +44.0% | +92.8% | -48.9% | +1.7% |
| 5Y | +42.8% | +93.5% | -50.7% | -0.3% |
| 10Y | +128.8% | +162.1% | -33.3% | +34.4% |
| All | +128.8% | +165.2% | -36.4% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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