+151.1%
EWJ vs EXEL
+273.2%
-122.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.5% | +8.4% | -5.9% | +1.7% |
| 30D | +3.3% | +4.1% | -0.8% | +2.8% |
| 3M | +5.0% | +12.4% | -7.4% | +3.7% |
| 6M | +11.5% | +41.5% | -30.0% | +7.6% |
| YTD | +22.4% | +34.6% | -12.2% | +18.6% |
| 1Y | +30.2% | +57.9% | -27.7% | +23.9% |
| 3Y | +72.8% | +159.5% | -86.7% | +55.0% |
| 5Y | +54.1% | +198.5% | -144.3% | +35.2% |
| 10Y | +140.6% | +411.4% | -270.7% | +89.9% |
| All | +151.1% | +273.2% | -122.1% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling