+47.6%
EWJ vs EXEL
+281.2%
-233.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | -6.8% | +36.3% | -43.2% | -9.7% |
| 6M | -0.9% | +34.5% | -35.4% | -4.0% |
| YTD | +14.3% | +57.4% | -43.2% | +8.7% |
| 1Y | +15.3% | +62.9% | -47.6% | +9.3% |
| 3Y | +65.6% | +229.5% | -163.9% | +43.1% |
| All | +47.6% | +281.2% | -233.6% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling