+1,106.7%
XLY vs EWJ
+287.4%
+819.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -4.2% | +0.8% | -5.0% | -4.7% |
| 3M | -2.7% | +7.5% | -10.2% | -7.3% |
| 6M | -0.6% | +15.6% | -16.2% | -9.8% |
| YTD | -5.0% | +22.7% | -27.8% | -17.2% |
| 1Y | -4.1% | +26.4% | -30.5% | -18.0% |
| 3Y | +33.6% | +72.5% | -38.9% | -6.5% |
| 5Y | +28.7% | +52.4% | -23.7% | -2.3% |
| 10Y | +219.6% | +143.8% | +75.8% | +85.8% |
| All | +1,106.7% | +287.4% | +819.3% | +410.3% |
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