+142.5%
XLC vs EWJ
+97.7%
+44.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -0.8% | +2.5% | -3.4% | -2.6% |
| 30D | +1.0% | +3.3% | -2.2% | -1.4% |
| 3M | -0.7% | +5.0% | -5.7% | -5.0% |
| 6M | -5.1% | +11.5% | -16.7% | -13.8% |
| YTD | -4.3% | +22.4% | -26.7% | -19.6% |
| 1Y | -0.6% | +30.2% | -30.8% | -20.9% |
| 3Y | +72.7% | +72.8% | -0.1% | +5.0% |
| 5Y | +38.0% | +54.1% | -16.1% | -7.7% |
| All | +142.5% | +97.7% | +44.7% | +19.9% |
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