+142.6%
EWY vs XLP
+32.7%
+109.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +4.8% | -1.0% | +5.8% | +5.1% |
| 30D | +11.7% | -0.9% | +12.5% | +11.8% |
| 3M | -7.4% | +3.8% | -11.2% | -10.1% |
| 6M | +40.6% | -1.7% | +42.3% | +40.4% |
| YTD | +94.3% | +10.3% | +84.0% | +82.8% |
| 1Y | +164.3% | +7.8% | +156.5% | +151.3% |
| 3Y | +221.0% | +27.2% | +193.8% | +170.9% |
| All | +142.6% | +32.7% | +109.9% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling