+49.2%
EWJ vs XHB
+30.4%
+18.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.3% |
| 7D | -1.5% | -5.2% | +3.7% | +0.5% |
| 30D | +0.2% | -12.1% | +12.3% | +5.0% |
| 3M | +8.6% | -6.2% | +14.8% | +10.8% |
| 6M | +12.1% | -6.7% | +18.9% | +14.3% |
| YTD | +20.1% | -5.5% | +25.5% | +21.7% |
| 1Y | +25.2% | -15.6% | +40.8% | +32.0% |
| 3Y | +70.8% | +22.0% | +48.8% | +53.0% |
| 5Y | +49.2% | +31.8% | +17.3% | +26.7% |
| All | +49.2% | +30.4% | +18.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling