+248.8%
XLF vs EWT
+523.5%
-274.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | -0.2% |
| 7D | -1.5% | -1.1% | -0.3% | -0.9% |
| 30D | -1.2% | +4.5% | -5.6% | -3.4% |
| 3M | +9.2% | +8.3% | +0.9% | +3.5% |
| 6M | +16.3% | +54.2% | -37.9% | -11.0% |
| YTD | +5.4% | +74.6% | -69.1% | -25.3% |
| 1Y | +7.6% | +84.9% | -77.3% | -26.7% |
| 3Y | +74.2% | +197.5% | -123.3% | -16.1% |
| 5Y | +66.1% | +150.6% | -84.5% | -10.5% |
| All | +248.8% | +523.5% | -274.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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