+1,050.9%
XEL vs EWJ
+153.3%
+897.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | -0.9% | +1.0% | -1.9% | -1.2% |
| 3M | -1.4% | +7.2% | -8.7% | -3.5% |
| 6M | -5.8% | +13.9% | -19.7% | -9.5% |
| YTD | +4.7% | +20.8% | -16.1% | -1.2% |
| 1Y | +9.1% | +26.4% | -17.3% | +1.5% |
| 3Y | +47.8% | +71.8% | -23.9% | +24.9% |
| 5Y | +29.0% | +49.9% | -20.9% | +12.5% |
| 10Y | +154.0% | +140.0% | +14.0% | +92.4% |
| All | +1,050.9% | +153.3% | +897.6% | +654.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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