+135.9%
XLU vs EFX
+42.6%
+93.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -4.5% | +2.9% | -0.6% |
| 30D | -3.3% | -6.1% | +2.8% | -2.1% |
| 3M | -3.2% | +6.2% | -9.4% | -5.1% |
| 6M | -7.0% | -11.2% | +4.3% | -5.4% |
| YTD | +0.6% | -21.4% | +22.0% | +4.8% |
| 1Y | +2.4% | -34.3% | +36.8% | +11.4% |
| 3Y | +46.3% | -12.5% | +58.8% | +42.8% |
| 5Y | +44.0% | -35.6% | +79.5% | +49.1% |
| All | +135.9% | +42.6% | +93.3% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling