+141.9%
EWJ vs XHB
+215.4%
-73.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | +0.3% | -4.6% | +4.9% | +2.1% |
| 30D | +0.8% | -9.1% | +9.9% | +4.5% |
| 3M | +7.5% | -8.6% | +16.1% | +10.8% |
| 6M | +15.6% | -4.0% | +19.6% | +16.7% |
| YTD | +22.7% | -3.9% | +26.7% | +23.7% |
| 1Y | +26.4% | -16.5% | +42.9% | +34.0% |
| 3Y | +72.5% | +22.6% | +50.0% | +54.7% |
| 5Y | +52.4% | +33.9% | +18.5% | +29.3% |
| All | +141.9% | +215.4% | -73.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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