+102.9%
XLP vs EFX
+40.1%
+62.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | 0.0% |
| 7D | -1.4% | -7.8% | +6.4% | +0.1% |
| 30D | -1.3% | -5.7% | +4.4% | -0.2% |
| 3M | +1.8% | +2.5% | -0.7% | +1.0% |
| 6M | -0.8% | -16.7% | +15.9% | +2.2% |
| YTD | +9.5% | -20.2% | +29.7% | +13.3% |
| 1Y | +7.2% | -31.4% | +38.6% | +14.3% |
| 3Y | +27.1% | -10.5% | +37.6% | +24.4% |
| 5Y | +32.0% | -35.2% | +67.3% | +36.6% |
| 10Y | +102.9% | +40.2% | +62.7% | +67.3% |
| All | +102.9% | +40.1% | +62.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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