+751.3%
XLE vs EWZ
+436.1%
+315.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.2% | +6.5% | -4.3% | -0.7% |
| 30D | +11.8% | +4.8% | +6.9% | +9.3% |
| 3M | +9.8% | +9.9% | -0.1% | +4.9% |
| 6M | +15.6% | +1.9% | +13.6% | +13.1% |
| YTD | +45.3% | +20.3% | +25.0% | +31.5% |
| 1Y | +48.3% | +35.6% | +12.7% | +26.8% |
| 3Y | +55.4% | +43.4% | +12.0% | +27.1% |
| 5Y | +216.1% | +55.9% | +160.2% | +141.6% |
| 10Y | +178.4% | +84.2% | +94.2% | +81.0% |
| All | +751.3% | +436.1% | +315.2% | +318.6% |
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