+40.6%
EWY vs XLP
-2.5%
+43.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +3.5% |
| 7D | +4.8% | -1.0% | +5.8% | +3.5% |
| 30D | +11.7% | -0.9% | +12.5% | +10.7% |
| 3M | -7.4% | +3.8% | -11.2% | -5.2% |
| 6M | +40.6% | -1.7% | +42.3% | +55.3% |
| All | +40.6% | -2.5% | +43.0% | +55.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling