+55.0%
XOP vs EWJ
+144.4%
-89.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.9% |
| 7D | +2.6% | +0.3% | +2.3% | +2.3% |
| 30D | +9.6% | +0.8% | +8.8% | +8.5% |
| 3M | +20.4% | +7.5% | +12.9% | +10.9% |
| 6M | +19.9% | +15.6% | +4.3% | +0.3% |
| YTD | +56.4% | +22.7% | +33.7% | +21.4% |
| 1Y | +52.4% | +26.4% | +26.0% | +14.1% |
| 3Y | +39.9% | +72.5% | -32.6% | -30.2% |
| 5Y | +163.7% | +52.4% | +111.3% | +55.1% |
| All | +55.0% | +144.4% | -89.4% | -44.6% |
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