+54.7%
XLE vs EWJ
+72.2%
-17.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.2% | +2.5% | -0.3% | +1.6% |
| 30D | +11.8% | +3.3% | +8.5% | +10.8% |
| 3M | +9.8% | +5.0% | +4.8% | +8.2% |
| 6M | +15.6% | +11.5% | +4.0% | +11.5% |
| YTD | +45.3% | +22.4% | +22.9% | +34.1% |
| 1Y | +48.3% | +30.2% | +18.1% | +32.9% |
| All | +54.7% | +72.2% | -17.5% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling