+222.3%
EWY vs XLC
+145.0%
+77.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +2.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | +7.3% | +2.1% | +5.2% | +5.6% |
| 3M | -5.1% | +0.7% | -5.8% | -6.6% |
| 6M | +42.1% | -3.2% | +45.3% | +44.6% |
| YTD | +94.1% | -3.8% | +97.9% | +98.2% |
| 1Y | +147.8% | -2.0% | +149.9% | +149.8% |
| 3Y | +222.9% | +71.4% | +151.6% | +120.0% |
| 5Y | +150.6% | +40.7% | +109.9% | +94.9% |
| All | +222.3% | +145.0% | +77.3% | +58.4% |
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