+35.5%
XLV vs EFX
-36.2%
+71.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -4.5% | +1.0% | -2.6% |
| 30D | -1.8% | -6.1% | +4.3% | -0.7% |
| 3M | +7.8% | +6.2% | +1.6% | +6.1% |
| 6M | +9.1% | -11.2% | +20.3% | +11.0% |
| YTD | +7.7% | -21.4% | +29.1% | +11.9% |
| 1Y | +20.4% | -34.3% | +54.7% | +30.0% |
| 3Y | +30.8% | -12.5% | +43.3% | +29.4% |
| All | +35.5% | -36.2% | +71.6% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling