+60.8%
EWZ vs XLB
+166.1%
-105.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +1.3% | +0.5% | +0.8% | +0.8% |
| 30D | -26.2% | +6.9% | -33.1% | -30.7% |
| 3M | -8.6% | -0.2% | -8.5% | -8.7% |
| 6M | -17.0% | +3.3% | -20.3% | -20.1% |
| YTD | +2.2% | +18.0% | -15.9% | -13.0% |
| 1Y | +2.7% | +24.2% | -21.5% | -16.7% |
| 3Y | +18.2% | +44.7% | -26.5% | -18.7% |
| 5Y | +56.0% | +31.6% | +24.4% | +15.3% |
| 10Y | +60.8% | +164.2% | -103.4% | -47.5% |
| All | +60.8% | +166.1% | -105.3% | -47.5% |
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