+48.3%
XLE vs EWZ
+36.3%
+12.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +2.2% | +6.5% | -4.3% | +2.1% |
| 30D | +11.8% | +4.8% | +6.9% | +11.7% |
| 3M | +9.8% | +9.9% | -0.1% | +9.6% |
| 6M | +15.6% | +1.9% | +13.6% | +15.4% |
| YTD | +45.3% | +20.3% | +25.0% | +37.8% |
| 1Y | +48.3% | +35.6% | +12.7% | +34.9% |
| All | +48.3% | +36.3% | +12.0% | +34.9% |
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