+222.9%
EWY vs XLF
+74.2%
+148.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.9% |
| 7D | -0.1% | -1.5% | +1.4% | +0.6% |
| 30D | +7.3% | -1.2% | +8.5% | +7.8% |
| 3M | -5.1% | +9.2% | -14.3% | -9.8% |
| 6M | +42.1% | +16.3% | +25.7% | +30.1% |
| YTD | +94.1% | +5.4% | +88.7% | +87.4% |
| 1Y | +147.8% | +7.6% | +140.2% | +136.1% |
| 3Y | +222.9% | +74.2% | +148.7% | +99.9% |
| All | +222.9% | +74.2% | +148.7% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling