+889.2%
XLV vs EFX
+727.1%
+162.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -4.5% | +1.0% | -2.2% |
| 30D | -1.8% | -6.1% | +4.3% | -0.1% |
| 3M | +7.8% | +6.2% | +1.6% | +5.3% |
| 6M | +9.1% | -11.2% | +20.3% | +11.7% |
| YTD | +7.7% | -21.4% | +29.1% | +13.5% |
| 1Y | +20.4% | -34.3% | +54.7% | +33.5% |
| 3Y | +30.8% | -12.5% | +43.3% | +28.8% |
| 5Y | +34.6% | -35.6% | +70.2% | +41.8% |
| 10Y | +173.4% | +41.8% | +131.6% | +111.9% |
| All | +889.2% | +727.1% | +162.1% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling