+1,236.8%
EWY vs XLB
+712.0%
+524.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.9% |
| 7D | +4.8% | -1.4% | +6.2% | +6.0% |
| 30D | +11.7% | -0.4% | +12.0% | +11.9% |
| 3M | -7.4% | +2.0% | -9.4% | -8.9% |
| 6M | +40.6% | +1.8% | +38.7% | +39.3% |
| YTD | +94.3% | +16.6% | +77.7% | +72.6% |
| 1Y | +164.3% | +16.9% | +147.3% | +133.3% |
| 3Y | +221.0% | +32.6% | +188.4% | +154.1% |
| 5Y | +139.1% | +35.6% | +103.5% | +83.7% |
| 10Y | +298.8% | +160.0% | +138.8% | +72.9% |
| All | +1,236.8% | +712.0% | +524.9% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling