+165.6%
EWJ vs XME
+246.2%
-80.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.9% | +3.6% | -0.7% | +1.7% |
| 30D | +1.1% | +3.6% | -2.5% | -0.2% |
| 3M | +7.1% | +1.2% | +5.9% | +6.4% |
| 6M | +16.2% | +9.0% | +7.1% | +12.4% |
| YTD | +22.0% | +15.9% | +6.1% | +15.3% |
| 1Y | +26.2% | +43.2% | -17.0% | +10.9% |
| 3Y | +73.5% | +137.4% | -63.9% | +28.2% |
| 5Y | +52.7% | +185.0% | -132.4% | +3.5% |
| 10Y | +138.5% | +409.5% | -271.0% | +25.3% |
| All | +165.6% | +246.2% | -80.5% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling