+91.0%
EWY vs XLP
+40.8%
+50.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.3% |
| 7D | -10.4% | +0.7% | -11.1% | -10.5% |
| 30D | -25.4% | +10.3% | -35.7% | -27.3% |
| 3M | -16.5% | +6.5% | -23.1% | -18.0% |
| 6M | -24.7% | +8.4% | -33.1% | -27.3% |
| YTD | +40.9% | +18.2% | +22.7% | +30.2% |
| 1Y | +49.8% | +22.4% | +27.4% | +35.6% |
| 3Y | +134.8% | +41.9% | +92.9% | +89.1% |
| All | +91.0% | +40.8% | +50.2% | +53.4% |
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