+43.6%
EWZ vs XLB
+170.1%
-126.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.3% |
| 7D | -1.5% | -1.5% | 0.0% | -0.3% |
| 30D | -24.5% | +6.1% | -30.6% | -28.6% |
| 3M | -10.7% | 0.0% | -10.7% | -11.0% |
| 6M | -19.1% | 0.0% | -19.0% | -19.6% |
| YTD | +1.6% | +16.0% | -14.4% | -12.0% |
| 1Y | +4.3% | +24.7% | -20.4% | -15.6% |
| 3Y | +19.0% | +40.4% | -21.4% | -15.7% |
| 5Y | +57.7% | +30.7% | +27.0% | +17.2% |
| All | +43.6% | +170.1% | -126.6% | -44.8% |
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