+135.9%
XLU vs EFV
+169.9%
-34.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | -3.3% | +0.6% | -3.9% | -3.7% |
| 3M | -3.2% | +7.5% | -10.7% | -7.0% |
| 6M | -7.0% | +13.0% | -20.0% | -13.3% |
| YTD | +0.6% | +18.3% | -17.7% | -8.8% |
| 1Y | +2.4% | +26.7% | -24.3% | -10.7% |
| 3Y | +46.3% | +89.6% | -43.3% | +0.6% |
| 5Y | +44.0% | +98.2% | -54.2% | -4.7% |
| All | +135.9% | +169.9% | -34.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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