-5.8%
XLC vs EWZ
+7.8%
-13.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.3% |
| 7D | +1.8% | -4.1% | +5.8% | +2.3% |
| 30D | -6.0% | -25.0% | +19.0% | -3.0% |
| 3M | -6.0% | -10.6% | +4.6% | -5.7% |
| 6M | -9.1% | -16.6% | +7.5% | -7.8% |
| YTD | -10.0% | +2.5% | -12.5% | -10.9% |
| 1Y | -5.8% | +8.1% | -13.9% | -9.9% |
| All | -5.8% | +7.8% | -13.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling