+787.9%
XLK vs EWZ
+439.1%
+348.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +0.8% | +8.2% | -7.4% | -2.0% |
| 3M | +4.1% | +13.3% | -9.3% | -0.6% |
| 6M | +34.8% | +3.6% | +31.2% | +32.7% |
| YTD | +30.8% | +21.0% | +9.8% | +21.8% |
| 1Y | +42.4% | +34.7% | +7.7% | +27.4% |
| 3Y | +121.8% | +48.3% | +73.5% | +90.0% |
| 5Y | +146.6% | +60.1% | +86.5% | +99.8% |
| 10Y | +804.3% | +92.6% | +711.7% | +524.4% |
| All | +787.9% | +439.1% | +348.8% | +231.9% |
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 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