+222.5%
EWY vs XLC
+143.7%
+78.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.4% |
| 7D | +4.8% | -0.8% | +5.7% | +5.4% |
| 30D | +11.7% | +1.0% | +10.6% | +10.7% |
| 3M | -7.4% | -0.7% | -6.7% | -7.8% |
| 6M | +40.6% | -5.1% | +45.7% | +45.1% |
| YTD | +94.3% | -4.3% | +98.6% | +99.0% |
| 1Y | +164.3% | -0.6% | +164.8% | +163.6% |
| 3Y | +221.0% | +72.7% | +148.3% | +117.6% |
| 5Y | +139.1% | +38.0% | +101.1% | +88.7% |
| All | +222.5% | +143.7% | +78.8% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling