+74.2%
XLF vs EWJ
+73.0%
+1.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.2% |
| 7D | -1.5% | +0.3% | -1.7% | -1.6% |
| 30D | -1.2% | +0.8% | -1.9% | -1.5% |
| 3M | +9.2% | +7.5% | +1.7% | +5.6% |
| 6M | +16.3% | +15.6% | +0.7% | +8.4% |
| YTD | +5.4% | +22.7% | -17.3% | -5.0% |
| 1Y | +7.6% | +26.4% | -18.8% | -4.6% |
| 3Y | +74.2% | +72.5% | +1.7% | +28.8% |
| All | +74.2% | +73.0% | +1.2% | +28.8% |
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