+141.9%
EWJ vs EXEL
+375.2%
-233.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | +0.3% | -4.9% | +5.2% | +0.8% |
| 30D | +0.8% | +11.4% | -10.6% | -0.3% |
| 3M | +7.5% | +4.9% | +2.6% | +6.9% |
| 6M | +15.6% | +34.4% | -18.8% | +12.0% |
| YTD | +22.7% | +28.0% | -5.3% | +19.4% |
| 1Y | +26.4% | +43.6% | -17.2% | +21.4% |
| 3Y | +72.5% | +155.2% | -82.7% | +54.8% |
| 5Y | +52.4% | +181.2% | -128.7% | +34.1% |
| All | +141.9% | +375.2% | -233.3% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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