+643.5%
XLU vs EWZ
+446.0%
+197.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -2.5% | +13.5% | -16.0% | -5.2% |
| 3M | -2.7% | +15.2% | -18.0% | -5.9% |
| 6M | -7.5% | +3.7% | -11.2% | -8.5% |
| YTD | +0.9% | +22.5% | -21.6% | -3.9% |
| 1Y | +3.3% | +35.3% | -32.0% | -3.9% |
| 3Y | +47.3% | +50.2% | -2.9% | +32.8% |
| 5Y | +44.4% | +64.6% | -20.2% | +25.1% |
| 10Y | +140.8% | +95.0% | +45.8% | +86.0% |
| All | +643.5% | +446.0% | +197.5% | +335.7% |
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