+43.4%
XRT vs EWJ
+73.3%
-29.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -0.3% | +2.9% | -3.1% | -1.8% |
| 30D | -5.6% | +1.1% | -6.7% | -6.3% |
| 3M | +2.5% | +7.1% | -4.6% | -1.8% |
| 6M | +3.7% | +16.2% | -12.5% | -5.8% |
| YTD | +1.0% | +22.0% | -21.0% | -11.5% |
| 1Y | -1.2% | +26.2% | -27.4% | -15.4% |
| 3Y | +43.4% | +73.5% | -30.1% | -3.8% |
| All | +43.4% | +73.3% | -29.9% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling