+169.4%
XLV vs EFV
+169.9%
-0.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -3.6% | -0.8% | -2.7% | -3.1% |
| 30D | -1.8% | +0.6% | -2.5% | -2.2% |
| 3M | +7.8% | +7.5% | +0.3% | +3.0% |
| 6M | +9.1% | +13.0% | -3.9% | +0.9% |
| YTD | +7.7% | +18.3% | -10.6% | -3.3% |
| 1Y | +20.4% | +26.7% | -6.3% | +3.6% |
| 3Y | +30.8% | +89.6% | -58.8% | -13.0% |
| 5Y | +34.6% | +98.2% | -63.6% | -13.9% |
| All | +169.4% | +169.9% | -0.5% | +42.1% |
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