+192.9%
XOM vs EWJ
+144.4%
+48.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.8% |
| 7D | +4.1% | +0.3% | +3.8% | +3.9% |
| 30D | +4.6% | +0.8% | +3.8% | +3.9% |
| 3M | +14.0% | +7.5% | +6.5% | +8.0% |
| 6M | +11.0% | +15.6% | -4.6% | -1.0% |
| YTD | +40.7% | +22.7% | +18.0% | +19.8% |
| 1Y | +52.3% | +26.4% | +25.9% | +26.5% |
| 3Y | +60.5% | +72.5% | -12.1% | +1.0% |
| 5Y | +266.4% | +52.4% | +214.0% | +157.1% |
| All | +192.9% | +144.4% | +48.5% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling