+1,112.3%
XLY vs EWT
+586.2%
+526.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -2.7% | +8.3% | -10.9% | -7.0% |
| 6M | -0.6% | +54.2% | -54.9% | -19.8% |
| YTD | -5.0% | +74.6% | -79.6% | -27.7% |
| 1Y | -4.1% | +84.9% | -89.0% | -29.0% |
| 3Y | +33.6% | +197.5% | -163.9% | -21.1% |
| 5Y | +28.7% | +150.6% | -121.9% | -17.5% |
| 10Y | +219.6% | +516.1% | -296.4% | +40.4% |
| All | +1,112.3% | +586.2% | +526.1% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling