+554.8%
XYZ vs EWJ
+122.5%
+432.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -1.8% |
| 7D | +12.6% | -2.4% | +15.0% | +16.3% |
| 30D | +10.8% | -7.6% | +18.4% | +23.2% |
| 3M | +8.4% | -5.9% | +14.2% | +17.1% |
| 6M | +14.3% | -1.5% | +15.8% | +14.6% |
| YTD | +31.5% | +12.6% | +18.9% | +7.5% |
| 1Y | +28.1% | +12.7% | +15.4% | +4.4% |
| 3Y | +66.2% | +63.1% | +3.1% | -23.7% |
| 5Y | -62.3% | +48.2% | -110.6% | -79.1% |
| 10Y | +634.6% | +123.1% | +511.5% | +174.3% |
| All | +554.8% | +122.5% | +432.3% | +129.5% |
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