+141.9%
EWJ vs XME
+421.4%
-279.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +0.3% | -4.2% | +4.5% | +1.6% |
| 30D | +0.8% | -2.7% | +3.5% | +1.5% |
| 3M | +7.5% | -3.9% | +11.4% | +8.5% |
| 6M | +15.6% | -1.0% | +16.6% | +15.2% |
| YTD | +22.7% | +9.8% | +12.9% | +18.1% |
| 1Y | +26.4% | +32.5% | -6.1% | +14.2% |
| 3Y | +72.5% | +124.3% | -51.8% | +31.1% |
| 5Y | +52.4% | +165.8% | -113.4% | +7.5% |
| All | +141.9% | +421.4% | -279.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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