+81.8%
XLI vs EWJ
+50.5%
+31.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.3% |
| 7D | -1.7% | +0.3% | -1.9% | -1.8% |
| 30D | -7.3% | +0.8% | -8.1% | -7.7% |
| 3M | -1.3% | +7.5% | -8.8% | -5.9% |
| 6M | +2.2% | +15.6% | -13.4% | -7.0% |
| YTD | +11.7% | +22.7% | -11.0% | -2.4% |
| 1Y | +14.3% | +26.4% | -12.2% | -2.2% |
| 3Y | +70.3% | +72.5% | -2.2% | +16.2% |
| All | +81.8% | +50.5% | +31.3% | +31.4% |
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