+533.6%
XLP vs EFV
+258.8%
+274.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.6% |
| 30D | -0.9% | +1.7% | -2.6% | -1.6% |
| 3M | +3.8% | +8.6% | -4.8% | +0.1% |
| 6M | -1.7% | +11.7% | -13.4% | -6.4% |
| YTD | +10.3% | +19.3% | -9.0% | +2.0% |
| 1Y | +7.8% | +30.2% | -22.4% | -3.9% |
| 3Y | +27.2% | +91.6% | -64.4% | -4.2% |
| 5Y | +32.5% | +96.4% | -63.9% | -2.0% |
| 10Y | +101.8% | +166.5% | -64.7% | +29.5% |
| All | +533.6% | +258.8% | +274.7% | +252.2% |
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