+73.5%
XYZ vs EWJ
+65.0%
+8.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +0.2% |
| 7D | +14.9% | -1.5% | +16.4% | +16.6% |
| 30D | +14.7% | -6.5% | +21.2% | +22.1% |
| 3M | +12.1% | -5.6% | +17.7% | +18.2% |
| 6M | +18.3% | -0.3% | +18.6% | +17.6% |
| YTD | +36.1% | +13.9% | +22.1% | +16.5% |
| 1Y | +35.3% | +14.6% | +20.7% | +15.1% |
| 3Y | +73.5% | +66.6% | +6.8% | -5.3% |
| All | +73.5% | +65.0% | +8.5% | -5.3% |
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 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