+179.2%
XLE vs EWZ
+68.6%
+110.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +5.4% | +0.8% | +4.7% | +5.1% |
| 30D | -3.9% | -24.4% | +20.4% | +6.3% |
| 3M | +7.0% | -4.6% | +11.6% | +6.4% |
| 6M | +14.2% | -11.6% | +25.8% | +16.8% |
| YTD | +48.2% | +2.4% | +45.8% | +40.2% |
| 1Y | +47.7% | +2.1% | +45.6% | +39.6% |
| 3Y | +70.0% | +18.7% | +51.3% | +47.2% |
| 5Y | +169.1% | +54.2% | +115.0% | +99.5% |
| All | +179.2% | +68.6% | +110.6% | +96.7% |
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 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