+153.3%
EWY vs XLB
+35.5%
+117.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.3% |
| 7D | +6.7% | -2.9% | +9.6% | +9.3% |
| 30D | +17.0% | -3.4% | +20.3% | +20.2% |
| 3M | +3.7% | +1.6% | +2.1% | +2.1% |
| 6M | +42.5% | +3.6% | +38.8% | +39.1% |
| YTD | +96.2% | +14.2% | +82.0% | +78.5% |
| 1Y | +160.4% | +15.6% | +144.8% | +134.1% |
| 3Y | +231.7% | +33.1% | +198.6% | +166.0% |
| 5Y | +153.3% | +35.1% | +118.2% | +98.7% |
| All | +153.3% | +35.5% | +117.8% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling