+163.4%
XOP vs EWJ
+47.6%
+115.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +1.6% | -1.5% | +3.1% | +2.4% |
| 30D | +9.6% | +0.2% | +9.4% | +9.3% |
| 3M | +16.9% | +8.6% | +8.3% | +10.6% |
| 6M | +24.0% | +12.1% | +11.9% | +13.5% |
| YTD | +56.2% | +20.1% | +36.1% | +34.9% |
| 1Y | +51.8% | +25.2% | +26.6% | +26.8% |
| 3Y | +37.0% | +70.8% | -33.8% | -14.3% |
| 5Y | +163.4% | +49.2% | +114.2% | +88.6% |
| All | +163.4% | +47.6% | +115.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling