+57.8%
EWZ vs XLB
+29.2%
+28.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | -1.5% | -1.5% | 0.0% | -0.6% |
| 30D | -24.5% | +6.1% | -30.6% | -27.6% |
| 3M | -10.7% | 0.0% | -10.7% | -10.9% |
| 6M | -19.1% | 0.0% | -19.0% | -19.4% |
| YTD | +1.6% | +16.0% | -14.4% | -8.4% |
| 1Y | +4.3% | +24.7% | -20.4% | -10.5% |
| 3Y | +19.0% | +40.4% | -21.4% | -6.8% |
| All | +57.8% | +29.2% | +28.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling