+223.3%
EWY vs XLP
+27.4%
+195.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.6% |
| 7D | +4.8% | -1.0% | +5.8% | +4.8% |
| 30D | +11.7% | -0.9% | +12.5% | +11.6% |
| 3M | -7.4% | +3.8% | -11.2% | -8.8% |
| 6M | +40.6% | -1.7% | +42.3% | +41.1% |
| YTD | +94.3% | +10.3% | +84.0% | +87.9% |
| 1Y | +164.3% | +7.8% | +156.5% | +158.1% |
| All | +223.3% | +27.4% | +195.9% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling