+731.7%
XLE vs EWZ
+355.2%
+376.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.1% |
| 7D | -6.7% | +1.3% | -8.0% | -7.3% |
| 30D | -4.4% | -26.2% | +21.7% | +7.5% |
| 3M | +4.0% | -8.6% | +12.6% | +5.7% |
| 6M | +13.2% | -17.0% | +30.2% | +19.4% |
| YTD | +41.9% | +2.2% | +39.7% | +35.1% |
| 1Y | +41.6% | +2.7% | +39.0% | +34.2% |
| 3Y | +64.0% | +18.2% | +45.8% | +43.3% |
| 5Y | +158.1% | +56.0% | +102.1% | +93.4% |
| 10Y | +163.9% | +60.8% | +103.1% | +79.1% |
| All | +731.7% | +355.2% | +376.4% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling