+253.9%
XLI vs EWZ
+94.8%
+159.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | -1.7% | +0.9% | -2.5% | -1.9% |
| 30D | -7.3% | +12.8% | -20.1% | -10.9% |
| 3M | -1.3% | +10.8% | -12.1% | -4.7% |
| 6M | +2.2% | +2.5% | -0.3% | +1.1% |
| YTD | +11.7% | +21.4% | -9.6% | +4.5% |
| 1Y | +14.3% | +32.8% | -18.5% | +3.6% |
| 3Y | +70.3% | +45.2% | +25.1% | +48.3% |
| 5Y | +82.3% | +63.0% | +19.3% | +48.7% |
| All | +253.9% | +94.8% | +159.1% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling