+128.8%
XLP vs EWZ
+45.3%
+83.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +8.9% | -25.1% | +34.0% | +13.8% |
| 3M | +7.5% | -7.7% | +15.2% | +8.0% |
| 6M | +9.4% | -15.8% | +25.3% | +11.6% |
| YTD | +19.3% | +3.6% | +15.6% | +16.9% |
| 1Y | +21.7% | +5.5% | +16.2% | +18.8% |
| 3Y | +44.0% | +22.1% | +21.9% | +35.6% |
| 5Y | +42.8% | +58.3% | -15.6% | +25.9% |
| 10Y | +128.8% | +50.3% | +78.5% | +91.9% |
| All | +128.8% | +45.3% | +83.4% | +91.9% |
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 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