+143.8%
EWY vs XLB
+14.3%
+129.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -2.9% |
| 7D | +1.2% | -3.5% | +4.8% | +5.2% |
| 30D | +9.3% | -4.7% | +14.0% | +14.8% |
| 3M | +2.4% | +2.7% | -0.3% | -1.4% |
| 6M | +40.3% | +2.6% | +37.7% | +37.3% |
| YTD | +88.0% | +12.8% | +75.2% | +79.5% |
| 1Y | +143.8% | +14.0% | +129.9% | +131.0% |
| All | +143.8% | +14.3% | +129.6% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling