+44.0%
XLP vs EWZ
+53.9%
-9.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +2.5% | +0.8% | +1.8% | +2.4% |
| 30D | +7.3% | -24.4% | +31.7% | +10.3% |
| 3M | +8.1% | -4.6% | +12.7% | +7.8% |
| 6M | +10.5% | -11.6% | +22.0% | +11.1% |
| YTD | +21.2% | +2.4% | +18.8% | +19.2% |
| 1Y | +22.7% | +2.1% | +20.6% | +20.6% |
| 3Y | +44.8% | +18.7% | +26.1% | +38.3% |
| All | +44.0% | +53.9% | -9.9% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling