+226.0%
XLE vs EWZ
+60.3%
+165.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | +6.6% | +13.5% | -6.9% | +2.2% |
| 3M | +12.3% | +15.2% | -3.0% | +6.8% |
| 6M | +18.4% | +3.7% | +14.7% | +16.0% |
| YTD | +47.2% | +22.5% | +24.7% | +35.0% |
| 1Y | +50.3% | +35.3% | +15.0% | +32.2% |
| 3Y | +55.3% | +50.2% | +5.1% | +28.9% |
| 5Y | +226.0% | +64.6% | +161.4% | +156.5% |
| All | +226.0% | +60.3% | +165.6% | +156.5% |
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 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