+559.7%
XLP vs EFX
+821.3%
-261.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +9.1% | +29.1% | -20.0% | +2.9% |
| 3M | +7.9% | +4.3% | +3.6% | +6.5% |
| 6M | +9.6% | +7.7% | +1.9% | +6.9% |
| YTD | +19.4% | -12.5% | +31.9% | +21.0% |
| 1Y | +22.4% | -8.8% | +31.2% | +22.7% |
| 3Y | +43.2% | +4.3% | +38.8% | +35.7% |
| 5Y | +42.6% | -29.4% | +71.9% | +44.7% |
| 10Y | +135.4% | +78.1% | +57.3% | +84.0% |
| All | +559.7% | +821.3% | -261.6% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling