+164.3%
EWY vs XLC
0.0%
+164.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.0% |
| 7D | +4.8% | -0.8% | +5.7% | +5.1% |
| 30D | +11.7% | +1.0% | +10.6% | +11.0% |
| 3M | -7.4% | -0.7% | -6.7% | -4.9% |
| 6M | +40.6% | -5.1% | +45.7% | +49.2% |
| YTD | +94.3% | -4.3% | +98.6% | +104.3% |
| 1Y | +164.3% | -0.6% | +164.8% | +172.2% |
| All | +164.3% | 0.0% | +164.3% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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