+1,111.5%
XLI vs EWJ
+285.1%
+826.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +1.0% | +2.9% | -1.9% | -0.8% |
| 30D | -5.8% | +1.1% | -6.9% | -6.5% |
| 3M | +0.7% | +7.1% | -6.4% | -3.7% |
| 6M | +3.2% | +16.2% | -13.0% | -6.3% |
| YTD | +13.0% | +22.0% | -9.0% | -0.6% |
| 1Y | +16.8% | +26.2% | -9.4% | +0.5% |
| 3Y | +72.4% | +73.5% | -1.0% | +20.5% |
| 5Y | +82.8% | +52.7% | +30.1% | +37.6% |
| 10Y | +252.4% | +138.5% | +114.0% | +106.2% |
| All | +1,111.5% | +285.1% | +826.5% | +424.9% |
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