+649.5%
XLV vs EFV
+255.9%
+393.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -3.6% | -0.8% | -2.7% | -3.1% |
| 30D | -1.8% | +0.6% | -2.5% | -2.1% |
| 3M | +7.8% | +7.5% | +0.3% | +3.7% |
| 6M | +9.1% | +13.0% | -3.9% | +2.1% |
| YTD | +7.7% | +18.3% | -10.6% | -1.7% |
| 1Y | +20.4% | +26.7% | -6.3% | +6.0% |
| 3Y | +30.8% | +89.6% | -58.8% | -7.2% |
| 5Y | +34.6% | +98.2% | -63.6% | -7.5% |
| 10Y | +173.4% | +167.4% | +6.0% | +59.3% |
| All | +649.5% | +255.9% | +393.5% | +262.7% |
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