+293.2%
EWY vs XLP
+102.6%
+190.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | +8.0% | -1.4% | +9.5% | +8.9% |
| 30D | +14.3% | -1.3% | +15.6% | +14.9% |
| 3M | +2.3% | +1.8% | +0.5% | -0.6% |
| 6M | +49.9% | -0.8% | +50.7% | +47.8% |
| YTD | +95.3% | +9.5% | +85.8% | +79.6% |
| 1Y | +161.7% | +7.2% | +154.6% | +143.4% |
| 3Y | +230.2% | +27.1% | +203.0% | +166.1% |
| 5Y | +148.1% | +32.0% | +116.1% | +92.4% |
| 10Y | +293.2% | +102.9% | +190.3% | +116.9% |
| All | +293.2% | +102.6% | +190.6% | +116.9% |
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