+29.5%
XLB vs EWJ
+18.0%
+11.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.9% |
| 7D | +3.9% | -1.2% | +5.1% | +4.5% |
| 30D | +8.9% | -5.5% | +14.4% | +11.7% |
| 3M | +4.1% | -0.8% | +4.9% | +4.3% |
| 6M | +7.3% | +7.1% | +0.2% | +3.0% |
| YTD | +20.4% | +16.9% | +3.5% | +10.3% |
| 1Y | +29.5% | +18.2% | +11.3% | +17.9% |
| All | +29.5% | +18.0% | +11.6% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling