+136.8%
XLP vs EFV
+161.2%
-24.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | -1.0% | +0.5% | -0.1% |
| 30D | +8.3% | +3.1% | +5.3% | +6.7% |
| 3M | +8.7% | -1.2% | +9.9% | +9.3% |
| 6M | +11.2% | +5.6% | +5.5% | +8.0% |
| YTD | +20.0% | +15.8% | +4.2% | +11.0% |
| 1Y | +21.3% | +20.0% | +1.3% | +10.2% |
| 3Y | +43.8% | +91.0% | -47.1% | +2.1% |
| 5Y | +43.3% | +93.7% | -50.3% | 0.0% |
| 10Y | +136.8% | +160.9% | -24.2% | +39.5% |
| All | +136.8% | +161.2% | -24.5% | +39.5% |
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