+143.8%
EWY vs XLC
+137.2%
+6.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.5% |
| 7D | +4.2% | +3.7% | +0.5% | +1.7% |
| 30D | -10.7% | -1.9% | -8.7% | -9.5% |
| 3M | -20.1% | -3.1% | -17.0% | -18.7% |
| 6M | -24.3% | -6.4% | -17.9% | -21.7% |
| YTD | +46.9% | -6.8% | +53.7% | +52.8% |
| 1Y | +55.2% | -1.7% | +56.9% | +55.5% |
| 3Y | +157.0% | +64.7% | +92.3% | +79.4% |
| 5Y | +98.9% | +41.1% | +57.8% | +53.6% |
| All | +143.8% | +137.2% | +6.6% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling