+389.9%
XLF vs EWT
+591.5%
-201.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | +2.1% | -3.2% | -2.1% |
| 30D | -1.3% | +9.4% | -10.7% | -6.0% |
| 3M | +9.1% | +10.9% | -1.7% | +1.9% |
| 6M | +14.4% | +57.9% | -43.6% | -12.9% |
| YTD | +5.1% | +75.9% | -70.8% | -24.8% |
| 1Y | +8.6% | +89.7% | -81.1% | -25.7% |
| 3Y | +74.4% | +200.9% | -126.4% | -9.9% |
| 5Y | +64.4% | +154.5% | -90.1% | -7.4% |
| 10Y | +251.6% | +520.8% | -269.2% | +20.9% |
| All | +389.9% | +591.5% | -201.6% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling