+760.3%
XLY vs EFV
+255.9%
+504.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.1% |
| 30D | -4.2% | +0.6% | -4.8% | -4.6% |
| 3M | -2.7% | +7.5% | -10.2% | -7.9% |
| 6M | -0.6% | +13.0% | -13.7% | -9.4% |
| YTD | -5.0% | +18.3% | -23.3% | -16.5% |
| 1Y | -4.1% | +26.7% | -30.8% | -19.9% |
| 3Y | +33.6% | +89.6% | -56.0% | -17.5% |
| 5Y | +28.7% | +98.2% | -69.5% | -22.7% |
| 10Y | +219.6% | +167.4% | +52.2% | +54.0% |
| All | +760.3% | +255.9% | +504.3% | +233.4% |
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