+821.9%
XLI vs EWZ
+439.1%
+382.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.9% | +8.2% | -15.1% | -9.5% |
| 3M | -1.9% | +13.3% | -15.2% | -6.2% |
| 6M | +1.0% | +3.6% | -2.6% | -0.5% |
| YTD | +11.3% | +21.0% | -9.6% | +3.9% |
| 1Y | +15.8% | +34.7% | -18.9% | +4.0% |
| 3Y | +69.8% | +48.3% | +21.5% | +45.7% |
| 5Y | +80.9% | +60.1% | +20.8% | +47.0% |
| 10Y | +257.2% | +92.6% | +164.7% | +148.5% |
| All | +821.9% | +439.1% | +382.8% | +324.7% |
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