+125.9%
EWJ vs EXEL
+320.7%
-194.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | -4.3% | +13.1% | -17.4% | -5.5% |
| 3M | -6.8% | +36.3% | -43.2% | -9.8% |
| 6M | -0.9% | +34.5% | -35.4% | -4.1% |
| YTD | +14.3% | +57.4% | -43.2% | +8.6% |
| 1Y | +15.3% | +62.9% | -47.6% | +9.1% |
| 3Y | +65.6% | +229.5% | -163.9% | +43.4% |
| 5Y | +47.5% | +281.2% | -233.8% | +24.4% |
| All | +125.9% | +320.7% | -194.8% | +86.2% |
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