+132.2%
XRT vs EWJ
+125.7%
+6.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -0.4% | +3.6% | -4.1% | -3.3% |
| 30D | +7.5% | -6.0% | +13.5% | +12.9% |
| 3M | +2.3% | -6.5% | +8.8% | +7.7% |
| 6M | +12.8% | -0.1% | +12.9% | +11.3% |
| YTD | +7.1% | +13.9% | -6.9% | -6.8% |
| 1Y | +12.3% | +13.1% | -0.9% | -1.8% |
| 3Y | +57.0% | +65.0% | -8.0% | -5.8% |
| 5Y | -4.3% | +47.0% | -51.3% | -36.0% |
| All | +132.2% | +125.7% | +6.6% | +4.3% |
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 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