+356.7%
XLF vs EWZ
+446.7%
-90.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.2% |
| 7D | +0.2% | +5.6% | -5.4% | -2.1% |
| 30D | -0.5% | +9.3% | -9.8% | -4.2% |
| 3M | +10.6% | +15.7% | -5.1% | +3.9% |
| 6M | +14.3% | +7.4% | +6.9% | +10.2% |
| YTD | +5.5% | +22.7% | -17.2% | -4.1% |
| 1Y | +9.6% | +36.4% | -26.8% | -5.0% |
| 3Y | +75.2% | +50.4% | +24.8% | +43.3% |
| 5Y | +65.5% | +67.6% | -2.1% | +24.7% |
| 10Y | +246.4% | +84.1% | +162.4% | +122.9% |
| All | +356.7% | +446.7% | -90.0% | +100.7% |
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