+179.2%
XLE vs EWJ
+126.4%
+52.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | +5.4% | +4.0% | +1.5% | +2.4% |
| 30D | -3.9% | -4.3% | +0.3% | -1.2% |
| 3M | +7.0% | -6.8% | +13.8% | +11.8% |
| 6M | +14.2% | -0.9% | +15.1% | +12.5% |
| YTD | +48.2% | +14.3% | +33.9% | +27.1% |
| 1Y | +47.7% | +15.3% | +32.4% | +25.5% |
| 3Y | +70.0% | +65.6% | +4.4% | -1.6% |
| 5Y | +169.1% | +47.5% | +121.7% | +75.2% |
| All | +179.2% | +126.4% | +52.8% | +25.4% |
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