+148.7%
EWY vs XLI
+80.9%
+67.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.2% |
| 7D | -0.1% | -1.7% | +1.6% | +1.5% |
| 30D | +7.3% | -7.3% | +14.6% | +15.4% |
| 3M | -5.1% | -1.3% | -3.8% | -2.8% |
| 6M | +42.1% | +2.2% | +39.8% | +42.2% |
| YTD | +94.1% | +11.7% | +82.4% | +82.0% |
| 1Y | +147.8% | +14.3% | +133.6% | +128.2% |
| 3Y | +222.9% | +70.3% | +152.6% | +114.4% |
| All | +148.7% | +80.9% | +67.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 5y: compounded portfolio wealth divided by compounded XLI 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…
5y analysis · Full analysis span regression · 6 months rolling