+158.8%
XLB vs EWJ
+139.2%
+19.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -3.5% | -1.5% | -2.0% | -2.4% |
| 30D | -4.7% | +0.2% | -4.8% | -4.9% |
| 3M | +2.7% | +8.6% | -5.9% | -4.5% |
| 6M | +2.6% | +12.1% | -9.5% | -7.5% |
| YTD | +12.8% | +20.1% | -7.2% | -4.2% |
| 1Y | +14.0% | +25.2% | -11.2% | -6.8% |
| 3Y | +31.5% | +70.8% | -39.3% | -20.7% |
| 5Y | +33.4% | +49.2% | -15.7% | -8.9% |
| All | +158.8% | +139.2% | +19.7% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling