+103.1%
XLP vs EWZ
+81.1%
+22.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.0% | +6.5% | -7.5% | -2.1% |
| 30D | -0.9% | +4.8% | -5.7% | -1.8% |
| 3M | +3.8% | +9.9% | -6.1% | +1.9% |
| 6M | -1.7% | +1.9% | -3.7% | -2.4% |
| YTD | +10.3% | +20.3% | -10.0% | +6.1% |
| 1Y | +7.8% | +35.6% | -27.8% | +1.3% |
| 3Y | +27.2% | +43.4% | -16.2% | +17.3% |
| 5Y | +32.5% | +55.9% | -23.4% | +18.2% |
| All | +103.1% | +81.1% | +22.0% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling