+215.2%
XLY vs EWZ
+94.8%
+120.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | -4.2% | +12.8% | -17.0% | -7.8% |
| 3M | -2.7% | +10.8% | -13.4% | -5.9% |
| 6M | -0.6% | +2.5% | -3.1% | -1.7% |
| YTD | -5.0% | +21.4% | -26.4% | -11.1% |
| 1Y | -4.1% | +32.8% | -36.9% | -12.9% |
| 3Y | +33.6% | +45.2% | -11.6% | +16.9% |
| 5Y | +28.7% | +63.0% | -34.3% | +6.5% |
| All | +215.2% | +94.8% | +120.4% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling