+600.8%
XLP vs EWZ
+352.8%
+248.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | +10.3% | -24.5% | +34.8% | +15.0% |
| 3M | +6.5% | -10.7% | +17.2% | +7.8% |
| 6M | +8.4% | -19.1% | +27.5% | +11.3% |
| YTD | +18.2% | +1.6% | +16.6% | +16.5% |
| 1Y | +22.4% | +4.3% | +18.1% | +20.0% |
| 3Y | +41.9% | +19.0% | +22.9% | +35.0% |
| 5Y | +40.9% | +57.7% | -16.8% | +25.8% |
| 10Y | +128.4% | +51.3% | +77.0% | +94.2% |
| All | +600.8% | +352.8% | +248.0% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling