+67.0%
EWZ vs XLB
+165.5%
-98.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | +0.6% | -1.6% | +2.2% | +2.1% |
| 30D | -25.5% | +7.2% | -32.7% | -30.2% |
| 3M | -4.5% | 0.0% | -4.6% | -4.8% |
| 6M | -15.3% | +2.3% | -17.6% | -17.6% |
| YTD | +3.1% | +18.4% | -15.3% | -12.4% |
| 1Y | +1.2% | +23.3% | -22.1% | -17.3% |
| 3Y | +19.3% | +45.2% | -25.9% | -18.2% |
| 5Y | +52.3% | +31.0% | +21.3% | +13.1% |
| 10Y | +67.0% | +168.8% | -101.7% | -46.3% |
| All | +67.0% | +165.5% | -98.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling