+157.0%
EWY vs XLP
+45.4%
+111.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.5% |
| 7D | +4.2% | +2.5% | +1.7% | +4.8% |
| 30D | -10.7% | +7.3% | -18.0% | -9.1% |
| 3M | -20.1% | +8.1% | -28.2% | -18.4% |
| 6M | -24.3% | +10.5% | -34.8% | -22.8% |
| YTD | +46.9% | +21.2% | +25.7% | +46.1% |
| 1Y | +55.2% | +22.7% | +32.5% | +53.6% |
| 3Y | +157.0% | +44.8% | +112.2% | +130.0% |
| All | +157.0% | +45.4% | +111.6% | +130.0% |
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