+7.6%
XLF vs EWZ
+33.5%
-25.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.8% |
| 7D | -1.5% | +0.9% | -2.3% | -1.6% |
| 30D | -1.2% | +12.8% | -13.9% | -3.3% |
| 3M | +9.2% | +10.8% | -1.6% | +7.1% |
| 6M | +16.3% | +2.5% | +13.8% | +15.4% |
| YTD | +5.4% | +21.4% | -15.9% | +1.2% |
| 1Y | +7.6% | +32.8% | -25.2% | -0.6% |
| All | +7.6% | +33.5% | -25.9% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling