+553.7%
XLP vs EWZ
+436.1%
+117.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +3.8% | +9.9% | -6.1% | +2.0% |
| 6M | -1.7% | +1.9% | -3.7% | -2.4% |
| YTD | +10.3% | +20.3% | -10.0% | +6.4% |
| 1Y | +7.8% | +35.6% | -27.8% | +1.7% |
| 3Y | +27.2% | +43.4% | -16.2% | +18.0% |
| 5Y | +32.5% | +55.9% | -23.4% | +19.3% |
| 10Y | +101.8% | +84.2% | +17.6% | +67.1% |
| All | +553.7% | +436.1% | +117.7% | +334.8% |
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