+33.6%
XLY vs EWT
+198.4%
-164.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -1.7% | -1.1% | -0.6% | -1.2% |
| 30D | -4.2% | +4.5% | -8.6% | -6.1% |
| 3M | -2.7% | +8.3% | -10.9% | -6.9% |
| 6M | -0.6% | +54.2% | -54.9% | -21.8% |
| YTD | -5.0% | +74.6% | -79.6% | -30.5% |
| 1Y | -4.1% | +84.9% | -89.0% | -32.2% |
| 3Y | +33.6% | +197.5% | -163.9% | -34.0% |
| All | +33.6% | +198.4% | -164.8% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling