+432.5%
EWZ vs XLB
+788.2%
-355.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +6.5% | -1.4% | +7.9% | +8.0% |
| 30D | +4.8% | -0.4% | +5.2% | +5.2% |
| 3M | +9.9% | +2.0% | +7.9% | +7.2% |
| 6M | +1.9% | +1.8% | +0.1% | -0.4% |
| YTD | +20.3% | +16.6% | +3.7% | +2.4% |
| 1Y | +35.6% | +16.9% | +18.7% | +14.7% |
| 3Y | +43.4% | +32.6% | +10.9% | +4.6% |
| 5Y | +55.9% | +35.6% | +20.3% | +7.8% |
| 10Y | +84.2% | +160.0% | -75.9% | -34.7% |
| All | +432.5% | +788.2% | -355.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling