+149.1%
EWJ vs XHB
+167.3%
-18.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +1.1% | -9.1% | +10.2% | +4.5% |
| 3M | +7.1% | -2.3% | +9.4% | +7.6% |
| 6M | +16.2% | -4.1% | +20.3% | +17.3% |
| YTD | +22.0% | -1.7% | +23.7% | +21.9% |
| 1Y | +26.2% | -15.1% | +41.3% | +32.7% |
| 3Y | +73.5% | +26.8% | +46.6% | +55.0% |
| 5Y | +52.7% | +37.3% | +15.4% | +30.2% |
| 10Y | +138.5% | +205.7% | -67.2% | +46.6% |
| All | +149.1% | +167.3% | -18.1% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling