+830.5%
XLB vs EWT
+501.7%
+328.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | +0.1% |
| 7D | 0.0% | +13.2% | -13.2% | -5.8% |
| 30D | +5.3% | -14.3% | +19.6% | +12.0% |
| 3M | 0.0% | -8.4% | +8.4% | +2.9% |
| 6M | +1.2% | +3.7% | -2.5% | -3.1% |
| YTD | +16.9% | +53.1% | -36.2% | -7.5% |
| 1Y | +20.9% | +55.5% | -34.6% | -5.2% |
| 3Y | +43.3% | +155.6% | -112.3% | -12.9% |
| 5Y | +28.3% | +119.3% | -91.0% | -16.3% |
| 10Y | +165.3% | +446.2% | -280.9% | +13.5% |
| All | +830.5% | +501.7% | +328.8% | +208.4% |
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