+889.2%
XLV vs EWJ
+287.4%
+601.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | -3.6% | +0.3% | -3.8% | -3.7% |
| 30D | -1.8% | +0.8% | -2.6% | -2.2% |
| 3M | +7.8% | +7.5% | +0.3% | +3.9% |
| 6M | +9.1% | +15.6% | -6.5% | +1.6% |
| YTD | +7.7% | +22.7% | -15.0% | -2.6% |
| 1Y | +20.4% | +26.4% | -6.0% | +7.3% |
| 3Y | +30.8% | +72.5% | -41.8% | +0.2% |
| 5Y | +34.6% | +52.4% | -17.8% | +8.3% |
| 10Y | +173.4% | +143.8% | +29.5% | +78.7% |
| All | +889.2% | +287.4% | +601.8% | +419.3% |
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 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