+842.6%
XLB vs EWT
+519.9%
+322.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -2.3% |
| 7D | -1.6% | +3.2% | -4.8% | -3.6% |
| 30D | +7.2% | -12.3% | +19.6% | +12.9% |
| 3M | 0.0% | -3.6% | +3.7% | +0.5% |
| 6M | +2.3% | +3.1% | -0.8% | -1.8% |
| YTD | +18.4% | +57.7% | -39.3% | -7.6% |
| 1Y | +23.3% | +60.3% | -36.9% | -4.6% |
| 3Y | +45.2% | +163.4% | -118.2% | -12.9% |
| 5Y | +31.0% | +127.4% | -96.5% | -16.0% |
| 10Y | +168.8% | +462.7% | -293.9% | +13.4% |
| All | +842.6% | +519.9% | +322.7% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling