+181.3%
XLE vs EWJ
+138.2%
+43.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.6% |
| 7D | +0.3% | +1.0% | -0.7% | -0.5% |
| 30D | +8.5% | +1.0% | +7.5% | +7.5% |
| 3M | +14.6% | +7.2% | +7.4% | +7.2% |
| 6M | +17.6% | +13.9% | +3.7% | +3.2% |
| YTD | +48.1% | +20.8% | +27.3% | +22.7% |
| 1Y | +53.8% | +26.4% | +27.4% | +22.0% |
| 3Y | +56.2% | +71.8% | -15.5% | -10.9% |
| 5Y | +227.7% | +49.9% | +177.9% | +115.9% |
| 10Y | +181.3% | +140.0% | +41.3% | +17.3% |
| All | +181.3% | +138.2% | +43.1% | +17.3% |
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