+212.8%
EWY vs XLB
+30.6%
+182.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.1% |
| 7D | +1.2% | -3.5% | +4.8% | +4.5% |
| 30D | +9.3% | -4.7% | +14.0% | +13.9% |
| 3M | +2.4% | +2.7% | -0.3% | -0.3% |
| 6M | +40.3% | +2.6% | +37.7% | +38.0% |
| YTD | +88.0% | +12.8% | +75.2% | +72.9% |
| 1Y | +143.8% | +14.0% | +129.9% | +122.0% |
| All | +212.8% | +30.6% | +182.1% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling