-1.7%
XLC vs EWJ
+14.0%
-15.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +3.7% | +4.0% | -0.2% | +2.9% |
| 30D | -1.9% | -4.3% | +2.3% | -1.2% |
| 3M | -3.1% | -6.8% | +3.7% | -1.9% |
| 6M | -6.4% | -0.9% | -5.5% | -6.5% |
| YTD | -6.8% | +14.3% | -21.1% | -11.2% |
| 1Y | -1.7% | +15.3% | -17.0% | -6.6% |
| All | -1.7% | +14.0% | -15.7% | -6.6% |
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 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