+33.6%
XLY vs EFX
-12.2%
+45.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -4.5% | +2.8% | -0.5% |
| 30D | -4.2% | -6.1% | +1.9% | -2.7% |
| 3M | -2.7% | +6.2% | -8.9% | -4.8% |
| 6M | -0.6% | -11.2% | +10.6% | +1.7% |
| YTD | -5.0% | -21.4% | +16.4% | +0.4% |
| 1Y | -4.1% | -34.3% | +30.2% | +7.1% |
| 3Y | +33.6% | -12.5% | +46.1% | +33.9% |
| All | +33.6% | -12.2% | +45.8% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling