+42.0%
XLP vs EFX
-31.2%
+73.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | +0.7% | +2.7% | -2.0% | +0.3% |
| 30D | +10.3% | +33.1% | -22.9% | +5.4% |
| 3M | +6.5% | +8.2% | -1.6% | +5.0% |
| 6M | +8.4% | +10.2% | -1.8% | +6.3% |
| YTD | +18.2% | -11.8% | +30.0% | +19.2% |
| 1Y | +22.4% | -6.1% | +28.5% | +22.1% |
| 3Y | +41.9% | +7.5% | +34.4% | +35.1% |
| All | +42.0% | -31.2% | +73.2% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling