+141.3%
XLC vs EWZ
+94.3%
+47.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -1.7% | +1.1% | -2.8% | -2.0% |
| 30D | +0.2% | +13.5% | -13.3% | -3.6% |
| 3M | +0.7% | +15.2% | -14.5% | -3.8% |
| 6M | -4.5% | +3.7% | -8.2% | -5.9% |
| YTD | -4.7% | +22.5% | -27.3% | -11.1% |
| 1Y | -1.5% | +35.3% | -36.7% | -11.1% |
| 3Y | +72.2% | +50.2% | +22.0% | +48.7% |
| 5Y | +39.3% | +64.6% | -25.3% | +13.8% |
| All | +141.3% | +94.3% | +47.0% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling