+26.9%
XLV vs EFX
-25.2%
+52.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.3% | -0.2% |
| 7D | +0.2% | -8.6% | +8.8% | +1.4% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | +13.2% | +3.8% | +9.4% | +12.4% |
| 6M | +10.1% | -13.5% | +23.6% | +11.2% |
| YTD | +11.7% | -17.7% | +29.4% | +13.6% |
| 1Y | +26.9% | -25.6% | +52.5% | +30.7% |
| All | +26.9% | -25.2% | +52.2% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling