+103.1%
XLP vs EWT
+492.4%
-389.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -1.0% | +4.0% | -5.0% | -1.8% |
| 30D | -0.9% | +10.3% | -11.2% | -3.0% |
| 3M | +3.8% | +6.1% | -2.3% | +1.8% |
| 6M | -1.7% | +56.6% | -58.4% | -13.4% |
| YTD | +10.3% | +76.6% | -66.3% | -6.1% |
| 1Y | +7.8% | +97.9% | -90.1% | -11.4% |
| 3Y | +27.2% | +198.0% | -170.8% | -10.4% |
| 5Y | +32.5% | +151.8% | -119.2% | -1.8% |
| All | +103.1% | +492.4% | -389.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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