+181.3%
XLE vs EWZ
+86.7%
+94.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +8.5% | +8.2% | +0.3% | +4.7% |
| 3M | +14.6% | +13.3% | +1.3% | +8.1% |
| 6M | +17.6% | +3.6% | +14.0% | +14.3% |
| YTD | +48.1% | +21.0% | +27.1% | +33.8% |
| 1Y | +53.8% | +34.7% | +19.1% | +31.9% |
| 3Y | +56.2% | +48.3% | +7.9% | +25.6% |
| 5Y | +227.7% | +60.1% | +167.7% | +146.4% |
| 10Y | +181.3% | +92.6% | +88.7% | +82.5% |
| All | +181.3% | +86.7% | +94.6% | +82.5% |
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