+135.9%
XLU vs EFA
+146.6%
-10.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | -1.6% | -1.5% | -0.1% | -0.8% |
| 30D | -3.3% | -1.7% | -1.6% | -2.4% |
| 3M | -3.2% | +3.5% | -6.6% | -5.2% |
| 6M | -7.0% | +9.5% | -16.4% | -12.1% |
| YTD | +0.6% | +12.9% | -12.2% | -6.8% |
| 1Y | +2.4% | +18.2% | -15.8% | -7.7% |
| 3Y | +46.3% | +64.8% | -18.6% | +7.0% |
| 5Y | +44.0% | +53.9% | -9.9% | +8.7% |
| All | +135.9% | +146.6% | -10.7% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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