+20.7%
XLK vs EWZ
+7.8%
+12.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -7.6% | -4.1% | -3.5% | -6.9% |
| 30D | -12.2% | -25.0% | +12.8% | -8.0% |
| 3M | -5.5% | -10.6% | +5.2% | -6.8% |
| 6M | +9.2% | -16.6% | +25.8% | +10.0% |
| YTD | +23.0% | +2.5% | +20.6% | +18.3% |
| 1Y | +20.7% | +8.1% | +12.6% | +9.6% |
| All | +20.7% | +7.8% | +12.9% | +9.6% |
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