+148.7%
XLK vs EWJ
+50.5%
+98.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | -0.7% |
| 7D | +0.2% | +0.3% | -0.1% | -0.1% |
| 30D | -0.6% | +0.8% | -1.4% | -1.4% |
| 3M | +2.6% | +7.5% | -4.9% | -3.9% |
| 6M | +34.0% | +15.6% | +18.4% | +17.6% |
| YTD | +30.7% | +22.7% | +7.9% | +7.9% |
| 1Y | +39.2% | +26.4% | +12.8% | +11.7% |
| 3Y | +120.4% | +72.5% | +47.9% | +27.7% |
| All | +148.7% | +50.5% | +98.2% | +61.3% |
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