+34.1%
XLP vs EWJ
+53.7%
-19.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | +2.5% | -3.5% | -1.6% |
| 30D | -0.9% | +3.3% | -4.2% | -1.6% |
| 3M | +3.8% | +5.0% | -1.2% | +2.4% |
| 6M | -1.7% | +11.5% | -13.3% | -4.8% |
| YTD | +10.3% | +22.4% | -12.1% | +4.0% |
| 1Y | +7.8% | +30.2% | -22.4% | -0.3% |
| 3Y | +27.2% | +72.8% | -45.6% | +5.5% |
| All | +34.1% | +53.7% | -19.7% | +12.9% |
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 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