+20.7%
XLK vs EWJ
+18.0%
+2.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -1.2% |
| 7D | -7.6% | -1.2% | -6.4% | -6.6% |
| 30D | -12.2% | -5.5% | -6.7% | -7.7% |
| 3M | -5.5% | -0.8% | -4.7% | -4.7% |
| 6M | +9.2% | +7.1% | +2.1% | +4.8% |
| YTD | +23.0% | +16.9% | +6.2% | +8.9% |
| 1Y | +20.7% | +18.2% | +2.5% | +5.7% |
| All | +20.7% | +18.0% | +2.8% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling