+1,244.2%
EWY vs XLI
+832.0%
+412.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.0% |
| 7D | +8.0% | +1.0% | +7.0% | +7.0% |
| 30D | +14.3% | -5.8% | +20.2% | +21.3% |
| 3M | +2.3% | +0.7% | +1.6% | +2.7% |
| 6M | +49.9% | +3.2% | +46.7% | +48.3% |
| YTD | +95.3% | +13.0% | +82.3% | +77.7% |
| 1Y | +161.7% | +16.8% | +144.9% | +130.5% |
| 3Y | +230.2% | +72.4% | +157.7% | +97.3% |
| 5Y | +148.1% | +82.8% | +65.4% | +38.2% |
| 10Y | +293.2% | +252.4% | +40.7% | +6.6% |
| All | +1,244.2% | +832.0% | +412.1% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling