+133.6%
XLC vs EWZ
+60.1%
+73.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.4% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -4.2% | -25.9% | +21.7% | +3.6% |
| 3M | -2.1% | -6.1% | +4.0% | -1.7% |
| 6M | -6.6% | -16.1% | +9.5% | -3.2% |
| YTD | -7.8% | +1.0% | -8.8% | -10.1% |
| 1Y | -4.1% | 0.0% | -4.1% | -6.4% |
| 3Y | +62.6% | +16.8% | +45.8% | +49.5% |
| 5Y | +39.6% | +52.1% | -12.4% | +15.1% |
| All | +133.6% | +60.1% | +73.4% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling