+62.4%
EWY vs XLF
+15.8%
+46.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.2% |
| 7D | -8.3% | +5.5% | -13.8% | -8.8% |
| 30D | -20.5% | +9.9% | -30.4% | -21.6% |
| 3M | -11.1% | +2.6% | -13.8% | -11.1% |
| 6M | -7.0% | +15.6% | -22.6% | -11.0% |
| YTD | +56.5% | +9.4% | +47.1% | +50.3% |
| 1Y | +62.4% | +14.7% | +47.7% | +51.1% |
| All | +62.4% | +15.8% | +46.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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