+1,106.7%
XLY vs EFX
+727.1%
+379.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -4.5% | +2.8% | +0.2% |
| 30D | -4.2% | -6.1% | +1.9% | -1.9% |
| 3M | -2.7% | +6.2% | -8.9% | -6.1% |
| 6M | -0.6% | -11.2% | +10.6% | +2.5% |
| YTD | -5.0% | -21.4% | +16.4% | +2.1% |
| 1Y | -4.1% | -34.3% | +30.2% | +11.0% |
| 3Y | +33.6% | -12.5% | +46.1% | +31.2% |
| 5Y | +28.7% | -35.6% | +64.3% | +41.7% |
| 10Y | +219.6% | +41.8% | +177.8% | +131.1% |
| All | +1,106.7% | +727.1% | +379.6% | +248.5% |
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 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