+448.5%
XLU vs EFV
+252.1%
+196.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -1.2% | -2.0% | +0.8% | -0.2% |
| 30D | -2.5% | -0.2% | -2.4% | -2.5% |
| 3M | -2.7% | +9.1% | -11.9% | -7.0% |
| 6M | -7.5% | +11.7% | -19.1% | -12.7% |
| YTD | +0.9% | +17.0% | -16.1% | -7.1% |
| 1Y | +3.3% | +26.7% | -23.4% | -8.7% |
| 3Y | +47.3% | +90.2% | -42.8% | +5.8% |
| 5Y | +44.4% | +96.1% | -51.7% | +1.1% |
| 10Y | +140.8% | +164.5% | -23.7% | +41.6% |
| All | +448.5% | +252.1% | +196.4% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling