+2.4%
XLU vs EWJ
+26.9%
-24.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -3.3% | +0.8% | -4.1% | -3.4% |
| 3M | -3.2% | +7.5% | -10.7% | -4.4% |
| 6M | -7.0% | +15.6% | -22.5% | -9.9% |
| YTD | +0.6% | +22.7% | -22.1% | -4.1% |
| 1Y | +2.4% | +26.4% | -24.0% | -3.2% |
| All | +2.4% | +26.9% | -24.5% | -3.2% |
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