+32.9%
XLV vs EWZ
+7.8%
+25.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +3.0% |
| 7D | +5.5% | -4.1% | +9.6% | +5.7% |
| 30D | +13.3% | -25.0% | +38.3% | +14.9% |
| 3M | +17.4% | -10.6% | +28.1% | +17.1% |
| 6M | +32.1% | -16.6% | +48.7% | +32.9% |
| YTD | +24.0% | +2.5% | +21.6% | +20.6% |
| 1Y | +32.9% | +8.1% | +24.8% | +27.4% |
| All | +32.9% | +7.8% | +25.1% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling