+173.9%
XLE vs EWJ
+127.4%
+46.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.5% |
| 7D | -0.2% | -1.9% | +1.6% | +1.0% |
| 30D | -4.0% | -5.3% | +1.3% | -0.4% |
| 3M | +4.6% | -4.3% | +8.9% | +7.2% |
| 6M | +12.3% | +0.4% | +11.9% | +9.5% |
| YTD | +44.5% | +14.7% | +29.8% | +23.6% |
| 1Y | +42.4% | +14.7% | +27.7% | +21.6% |
| 3Y | +67.0% | +66.2% | +0.8% | -3.5% |
| 5Y | +161.9% | +50.2% | +111.7% | +67.0% |
| 10Y | +173.9% | +127.1% | +46.8% | +22.9% |
| All | +173.9% | +127.4% | +46.5% | +22.9% |
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 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