+68.7%
XLC vs EWT
+200.7%
-132.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +2.1% | -3.5% | -2.0% |
| 30D | -0.9% | +9.4% | -10.3% | -3.4% |
| 3M | -0.3% | +10.9% | -11.2% | -3.9% |
| 6M | -5.2% | +57.9% | -63.1% | -20.6% |
| YTD | -5.3% | +75.9% | -81.2% | -24.5% |
| 1Y | -2.8% | +89.7% | -92.5% | -25.2% |
| All | +68.7% | +200.7% | -132.0% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling