+1,024.7%
XLE vs EWJ
+286.3%
+738.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +2.2% | +2.5% | -0.3% | +0.6% |
| 30D | +11.8% | +3.3% | +8.5% | +9.3% |
| 3M | +9.8% | +5.0% | +4.8% | +5.4% |
| 6M | +15.6% | +11.5% | +4.0% | +5.4% |
| YTD | +45.3% | +22.4% | +22.9% | +24.3% |
| 1Y | +48.3% | +30.2% | +18.1% | +21.4% |
| 3Y | +55.4% | +72.8% | -17.4% | +3.5% |
| 5Y | +216.1% | +54.1% | +162.0% | +125.6% |
| 10Y | +178.4% | +140.6% | +37.8% | +53.6% |
| All | +1,024.7% | +286.3% | +738.4% | +346.2% |
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