+219.4%
EWY vs XLP
+130.4%
+89.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -6.3% | +0.1% | -6.3% | -6.4% |
| 30D | -19.8% | +8.9% | -28.8% | -24.0% |
| 3M | -14.4% | +7.5% | -21.9% | -18.6% |
| 6M | -25.3% | +9.4% | -34.7% | -31.0% |
| YTD | +46.2% | +19.3% | +26.9% | +27.4% |
| 1Y | +58.3% | +21.7% | +36.5% | +35.7% |
| 3Y | +155.0% | +44.0% | +111.0% | +89.2% |
| 5Y | +99.5% | +42.8% | +56.7% | +47.8% |
| 10Y | +219.4% | +128.8% | +90.6% | +67.8% |
| All | +219.4% | +130.4% | +89.0% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling