+994.0%
XLE vs EWJ
+259.6%
+734.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.8% |
| 7D | -7.9% | -1.5% | -6.4% | -7.2% |
| 30D | -4.8% | -6.5% | +1.7% | -1.0% |
| 3M | +8.4% | -5.6% | +14.0% | +11.6% |
| 6M | +12.7% | -0.3% | +12.9% | +11.0% |
| YTD | +41.3% | +13.9% | +27.4% | +25.9% |
| 1Y | +42.3% | +14.6% | +27.7% | +26.2% |
| 3Y | +65.1% | +66.6% | -1.6% | +11.9% |
| 5Y | +150.2% | +47.7% | +102.5% | +82.5% |
| 10Y | +163.9% | +126.0% | +37.9% | +50.8% |
| All | +994.0% | +259.6% | +734.4% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling