+35.0%
XLB vs EWT
+152.9%
-117.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.9% | +2.1% | -5.1% | -3.9% |
| 30D | -3.4% | +9.4% | -12.7% | -7.3% |
| 3M | +1.6% | +10.9% | -9.3% | -4.1% |
| 6M | +3.6% | +57.9% | -54.3% | -19.2% |
| YTD | +14.2% | +75.9% | -61.7% | -16.1% |
| 1Y | +15.6% | +89.7% | -74.1% | -18.9% |
| 3Y | +33.1% | +200.9% | -167.8% | -32.4% |
| 5Y | +35.0% | +154.5% | -119.4% | -23.9% |
| All | +35.0% | +152.9% | -117.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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