+142.5%
XLC vs EWZ
+90.8%
+51.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | +6.5% | -7.3% | -2.7% |
| 30D | +1.0% | +4.8% | -3.8% | -0.5% |
| 3M | -0.7% | +9.9% | -10.6% | -3.7% |
| 6M | -5.1% | +1.9% | -7.1% | -6.1% |
| YTD | -4.3% | +20.3% | -24.6% | -10.2% |
| 1Y | -0.6% | +35.6% | -36.2% | -10.3% |
| 3Y | +72.7% | +43.4% | +29.3% | +51.2% |
| 5Y | +38.0% | +55.9% | -18.0% | +14.6% |
| All | +142.5% | +90.8% | +51.7% | +86.7% |
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