+41.9%
XLP vs EWZ
+19.2%
+22.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | +10.3% | -24.5% | +34.8% | +12.5% |
| 3M | +6.5% | -10.7% | +17.2% | +6.7% |
| 6M | +8.4% | -19.1% | +27.5% | +9.9% |
| YTD | +18.2% | +1.6% | +16.6% | +16.0% |
| 1Y | +22.4% | +4.3% | +18.1% | +19.6% |
| 3Y | +41.9% | +19.0% | +22.9% | +34.3% |
| All | +41.9% | +19.2% | +22.7% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling