+68.7%
XLC vs EWZ
+45.8%
+22.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -0.9% | +8.2% | -9.1% | -3.0% |
| 3M | -0.3% | +13.3% | -13.6% | -3.9% |
| 6M | -5.2% | +3.6% | -8.8% | -6.4% |
| YTD | -5.3% | +21.0% | -26.3% | -11.0% |
| 1Y | -2.8% | +34.7% | -37.5% | -12.1% |
| All | +68.7% | +45.8% | +22.9% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling