+150.2%
XLE vs EWZ
+57.4%
+92.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -7.9% | +1.4% | -9.3% | -8.3% |
| 30D | -4.8% | -25.1% | +20.3% | +2.4% |
| 3M | +8.4% | -7.7% | +16.1% | +8.6% |
| 6M | +12.7% | -15.8% | +28.5% | +16.2% |
| YTD | +41.3% | +3.6% | +37.7% | +33.5% |
| 1Y | +42.3% | +5.5% | +36.8% | +33.3% |
| 3Y | +65.1% | +22.1% | +43.0% | +43.6% |
| 5Y | +150.2% | +58.3% | +91.8% | +87.4% |
| All | +150.2% | +57.4% | +92.8% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling