-68.6%
XYZ vs EWJ
+51.7%
-120.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.7% |
| 7D | +2.9% | +2.9% | 0.0% | -1.3% |
| 30D | +1.4% | +1.1% | +0.3% | -0.2% |
| 3M | +14.6% | +7.1% | +7.4% | +2.4% |
| 6M | +20.8% | +16.2% | +4.6% | -5.7% |
| YTD | +23.1% | +22.0% | +1.1% | -12.6% |
| 1Y | +5.6% | +26.2% | -20.6% | -29.4% |
| 3Y | +50.9% | +73.5% | -22.6% | -47.9% |
| 5Y | -68.6% | +52.7% | -121.2% | -87.0% |
| All | -68.6% | +51.7% | -120.3% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling