+820.5%
XLB vs EWJ
+286.3%
+534.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -3.0% |
| 30D | -0.4% | +3.3% | -3.7% | -2.5% |
| 3M | +2.0% | +5.0% | -3.0% | -1.7% |
| 6M | +1.8% | +11.5% | -9.7% | -5.8% |
| YTD | +16.6% | +22.4% | -5.8% | +1.3% |
| 1Y | +16.9% | +30.2% | -13.3% | -2.6% |
| 3Y | +32.6% | +72.8% | -40.3% | -9.5% |
| 5Y | +35.6% | +54.1% | -18.5% | -0.3% |
| 10Y | +160.0% | +140.6% | +19.4% | +45.9% |
| All | +820.5% | +286.3% | +534.2% | +259.1% |
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