+64.3%
XLF vs EWJ
+50.5%
+13.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.5% |
| 7D | -1.5% | +0.3% | -1.7% | -1.6% |
| 30D | -1.2% | +0.8% | -1.9% | -1.6% |
| 3M | +9.2% | +7.5% | +1.7% | +4.4% |
| 6M | +16.3% | +15.6% | +0.7% | +6.0% |
| YTD | +5.4% | +22.7% | -17.3% | -8.0% |
| 1Y | +7.6% | +26.4% | -18.8% | -8.0% |
| 3Y | +74.2% | +72.5% | +1.7% | +17.0% |
| All | +64.3% | +50.5% | +13.7% | +20.4% |
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