+66.5%
EWZ vs XLB
+163.6%
-97.1%
-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% | +1.6% | +1.6% |
| 7D | +0.8% | +0.5% | +0.2% | +0.3% |
| 30D | -24.4% | +5.2% | -29.5% | -27.9% |
| 3M | -4.6% | +0.3% | -4.9% | -5.1% |
| 6M | -11.6% | +1.2% | -12.7% | -13.1% |
| YTD | +2.4% | +16.6% | -14.3% | -11.8% |
| 1Y | +2.1% | +21.4% | -19.4% | -15.4% |
| 3Y | +18.7% | +43.2% | -24.5% | -17.6% |
| 5Y | +54.2% | +28.0% | +26.1% | +17.1% |
| All | +66.5% | +163.6% | -97.1% | -45.1% |
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