+552.8%
XLP vs EWJ
+246.9%
+305.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -5.0% | +5.7% | +2.3% |
| 30D | +10.3% | -10.2% | +20.5% | +13.8% |
| 3M | +6.5% | -7.2% | +13.8% | +8.8% |
| 6M | +8.4% | -3.2% | +11.6% | +8.7% |
| YTD | +18.2% | +9.9% | +8.3% | +13.6% |
| 1Y | +22.4% | +11.0% | +11.5% | +17.2% |
| 3Y | +41.9% | +57.3% | -15.4% | +20.1% |
| 5Y | +40.9% | +41.3% | -0.4% | +22.7% |
| 10Y | +128.4% | +117.5% | +10.9% | +73.1% |
| All | +552.8% | +246.9% | +305.9% | +297.7% |
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 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