+225.7%
XLE vs EWJ
+51.7%
+174.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | 0.0% | +2.9% | -2.9% | -1.1% |
| 30D | +12.6% | +1.1% | +11.5% | +12.1% |
| 3M | +11.8% | +7.1% | +4.7% | +8.1% |
| 6M | +16.1% | +16.2% | -0.1% | +7.3% |
| YTD | +46.9% | +22.0% | +24.9% | +31.8% |
| 1Y | +53.3% | +26.2% | +27.0% | +34.7% |
| 3Y | +54.9% | +73.5% | -18.5% | +10.8% |
| 5Y | +225.7% | +52.7% | +173.0% | +143.9% |
| All | +225.7% | +51.7% | +174.0% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling