+44.2%
XLU vs EFA
+52.4%
-8.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | -3.3% | -1.7% | -1.6% | -2.6% |
| 3M | -3.2% | +3.5% | -6.6% | -4.7% |
| 6M | -7.0% | +9.5% | -16.4% | -10.9% |
| YTD | +0.6% | +12.9% | -12.2% | -5.2% |
| 1Y | +2.4% | +18.2% | -15.8% | -5.6% |
| 3Y | +46.3% | +64.8% | -18.6% | +14.1% |
| All | +44.2% | +52.4% | -8.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling