+513.3%
XRT vs EWJ
+164.7%
+348.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +0.8% | +2.5% | -1.7% | -1.0% |
| 30D | -4.2% | +3.3% | -7.5% | -6.5% |
| 3M | +5.1% | +5.0% | +0.1% | +0.6% |
| 6M | +2.4% | +11.5% | -9.1% | -6.6% |
| YTD | +3.2% | +22.4% | -19.2% | -12.5% |
| 1Y | +1.5% | +30.2% | -28.7% | -17.9% |
| 3Y | +40.6% | +72.8% | -32.3% | -9.4% |
| 5Y | -1.0% | +54.1% | -55.1% | -30.3% |
| 10Y | +128.4% | +140.6% | -12.2% | +17.4% |
| All | +513.3% | +164.7% | +348.6% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling