+1,250.3%
EWY vs XLF
+400.7%
+849.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +6.7% | -1.0% | +7.7% | +7.3% |
| 30D | +17.0% | -1.3% | +18.3% | +17.8% |
| 3M | +3.7% | +9.1% | -5.5% | -2.6% |
| 6M | +42.5% | +14.4% | +28.1% | +29.9% |
| YTD | +96.2% | +5.1% | +91.2% | +88.6% |
| 1Y | +160.4% | +8.6% | +151.7% | +144.3% |
| 3Y | +231.7% | +74.4% | +157.2% | +126.4% |
| 5Y | +153.3% | +64.4% | +88.9% | +78.3% |
| 10Y | +308.8% | +251.6% | +57.2% | +67.7% |
| All | +1,250.3% | +400.7% | +849.6% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling