+44.2%
XLU vs EWZ
+59.6%
-15.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | -3.3% | +12.8% | -16.1% | -5.4% |
| 3M | -3.2% | +10.8% | -13.9% | -5.0% |
| 6M | -7.0% | +2.5% | -9.5% | -7.6% |
| YTD | +0.6% | +21.4% | -20.7% | -3.2% |
| 1Y | +2.4% | +32.8% | -30.4% | -3.2% |
| 3Y | +46.3% | +45.2% | +1.1% | +35.0% |
| All | +44.2% | +59.6% | -15.4% | +29.5% |
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