+42.7%
XLP vs EWT
+119.7%
-77.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -0.2% | +13.2% | -13.4% | -1.0% |
| 30D | +8.2% | -14.3% | +22.4% | +9.1% |
| 3M | +7.7% | -8.4% | +16.1% | +8.1% |
| 6M | +9.3% | +3.7% | +5.6% | +7.5% |
| YTD | +19.5% | +53.1% | -33.6% | +10.6% |
| 1Y | +21.0% | +55.5% | -34.5% | +11.7% |
| 3Y | +43.2% | +155.6% | -112.4% | +16.2% |
| 5Y | +42.7% | +119.3% | -76.6% | +19.6% |
| All | +42.7% | +119.7% | -77.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling