+979.1%
XLY vs EW
+6,539.0%
-5,559.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.6% |
| 7D | -1.7% | -6.2% | +4.5% | -0.2% |
| 30D | -4.2% | -9.3% | +5.1% | -1.9% |
| 3M | -2.7% | -1.6% | -1.1% | -2.4% |
| 6M | -0.6% | -0.8% | +0.2% | -0.7% |
| YTD | -5.0% | -1.0% | -4.0% | -5.2% |
| 1Y | -4.1% | +8.2% | -12.2% | -6.5% |
| 3Y | +33.6% | +12.7% | +20.9% | +25.2% |
| 5Y | +28.7% | -30.2% | +58.9% | +33.7% |
| 10Y | +219.6% | +120.9% | +98.8% | +153.3% |
| All | +979.1% | +6,539.0% | -5,559.9% | +392.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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