+119.9%
XRT vs EWJ
+139.2%
-19.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -3.6% | -1.5% | -2.1% | -2.4% |
| 30D | -6.7% | +0.2% | -6.9% | -6.9% |
| 3M | -1.4% | +8.6% | -10.0% | -8.8% |
| 6M | +1.7% | +12.1% | -10.4% | -9.0% |
| YTD | -1.5% | +20.1% | -21.6% | -17.5% |
| 1Y | -2.5% | +25.2% | -27.7% | -21.5% |
| 3Y | +39.9% | +70.8% | -30.9% | -17.6% |
| 5Y | -2.6% | +49.2% | -51.8% | -35.0% |
| All | +119.9% | +139.2% | -19.3% | -2.7% |
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