+143.7%
XLC vs EWJ
+98.3%
+45.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +2.1% | +0.8% | +1.3% | +1.5% |
| 3M | +0.7% | +7.5% | -6.8% | -5.3% |
| 6M | -3.2% | +15.6% | -18.8% | -14.4% |
| YTD | -3.8% | +22.7% | -26.5% | -19.4% |
| 1Y | -2.0% | +26.4% | -28.4% | -20.2% |
| 3Y | +71.4% | +72.5% | -1.2% | +4.4% |
| 5Y | +40.7% | +52.4% | -11.8% | -4.9% |
| All | +143.7% | +98.3% | +45.4% | +20.2% |
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