+141.3%
XLC vs EWT
+381.3%
-240.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.9% |
| 7D | -1.7% | -1.1% | -0.6% | -1.2% |
| 30D | +0.2% | +4.8% | -4.6% | -2.4% |
| 3M | +0.7% | +11.1% | -10.4% | -6.4% |
| 6M | -4.5% | +54.6% | -59.1% | -28.1% |
| YTD | -4.7% | +71.4% | -76.2% | -33.1% |
| 1Y | -1.5% | +82.1% | -83.6% | -33.7% |
| 3Y | +72.2% | +193.2% | -121.0% | -18.9% |
| 5Y | +39.3% | +146.1% | -106.8% | -26.2% |
| All | +141.3% | +381.3% | -240.0% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling