+1,236.8%
EWY vs XLP
+574.8%
+662.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.3% |
| 7D | +4.8% | -1.0% | +5.8% | +5.7% |
| 30D | +11.7% | -0.9% | +12.5% | +12.1% |
| 3M | -7.4% | +3.8% | -11.2% | -13.0% |
| 6M | +40.6% | -1.7% | +42.3% | +39.0% |
| YTD | +94.3% | +10.3% | +84.0% | +71.6% |
| 1Y | +164.3% | +7.8% | +156.5% | +137.1% |
| 3Y | +221.0% | +27.2% | +193.8% | +140.2% |
| 5Y | +139.1% | +32.5% | +106.6% | +68.9% |
| 10Y | +298.8% | +101.8% | +197.0% | +74.9% |
| All | +1,236.8% | +574.8% | +662.0% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling