-24.7%
EWY vs XLP
+8.3%
-33.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +1.5% |
| 7D | -10.4% | +0.7% | -11.1% | -9.0% |
| 30D | -25.4% | +10.3% | -35.7% | -6.0% |
| 3M | -16.5% | +6.5% | -23.1% | -3.0% |
| 6M | -24.7% | +8.4% | -33.1% | -1.1% |
| All | -24.7% | +8.3% | -33.0% | -1.1% |
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