+709.6%
XLV vs EWZ
+440.8%
+268.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.6% | +0.9% | -4.4% | -3.8% |
| 30D | -1.8% | +12.8% | -14.6% | -4.4% |
| 3M | +7.8% | +10.8% | -3.0% | +5.3% |
| 6M | +9.1% | +2.5% | +6.6% | +8.1% |
| YTD | +7.7% | +21.4% | -13.6% | +2.7% |
| 1Y | +20.4% | +32.8% | -12.4% | +12.4% |
| 3Y | +30.8% | +45.2% | -14.4% | +18.5% |
| 5Y | +34.6% | +63.0% | -28.4% | +16.4% |
| 10Y | +173.4% | +93.2% | +80.2% | +112.3% |
| All | +709.6% | +440.8% | +268.9% | +335.5% |
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 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