+40.3%
XLC vs EWJ
+50.5%
-10.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.4% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +2.1% | +0.8% | +1.3% | +1.6% |
| 3M | +0.7% | +7.5% | -6.8% | -4.4% |
| 6M | -3.2% | +15.6% | -18.8% | -12.9% |
| YTD | -3.8% | +22.7% | -26.5% | -17.7% |
| 1Y | -2.0% | +26.4% | -28.4% | -18.2% |
| 3Y | +71.4% | +72.5% | -1.2% | +8.0% |
| All | +40.3% | +50.5% | -10.2% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling