+579.2%
XLP vs EFV
+240.5%
+338.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | +10.3% | +0.9% | +9.4% | +9.9% |
| 3M | +6.5% | -3.6% | +10.1% | +8.1% |
| 6M | +8.4% | +2.5% | +5.9% | +7.0% |
| YTD | +18.2% | +13.2% | +5.0% | +11.8% |
| 1Y | +22.4% | +20.3% | +2.1% | +12.8% |
| 3Y | +41.9% | +84.9% | -43.0% | +8.5% |
| 5Y | +40.9% | +87.7% | -46.9% | +6.2% |
| 10Y | +128.4% | +160.7% | -32.4% | +48.0% |
| All | +579.2% | +240.5% | +338.6% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling