+62.4%
EWY vs XLP
+24.3%
+38.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | +1.4% |
| 7D | -8.3% | +5.9% | -14.2% | -2.9% |
| 30D | -20.5% | +13.5% | -34.0% | -10.3% |
| 3M | -11.1% | +8.4% | -19.5% | -3.2% |
| 6M | -7.0% | +11.5% | -18.6% | +2.7% |
| YTD | +56.5% | +20.6% | +35.8% | +83.5% |
| 1Y | +62.4% | +24.3% | +38.1% | +92.5% |
| All | +62.4% | +24.3% | +38.1% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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