+143.8%
EWY vs XLC
-2.1%
+145.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.4% |
| 7D | +1.2% | -1.7% | +2.9% | +1.8% |
| 30D | +9.3% | +0.2% | +9.1% | +9.0% |
| 3M | +2.4% | +0.7% | +1.7% | +2.8% |
| 6M | +40.3% | -4.5% | +44.7% | +48.3% |
| YTD | +88.0% | -4.7% | +92.7% | +98.2% |
| 1Y | +143.8% | -1.5% | +145.3% | +150.4% |
| All | +143.8% | -2.1% | +145.9% | +150.4% |
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 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