+577.6%
XYZ vs EWJ
+125.2%
+452.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | -1.3% |
| 7D | +14.9% | -1.5% | +16.4% | +17.1% |
| 30D | +14.7% | -6.5% | +21.2% | +25.4% |
| 3M | +12.1% | -5.6% | +17.7% | +20.6% |
| 6M | +18.3% | -0.3% | +18.6% | +16.7% |
| YTD | +36.1% | +13.9% | +22.1% | +9.4% |
| 1Y | +35.3% | +14.6% | +20.7% | +7.7% |
| 3Y | +73.5% | +66.6% | +6.8% | -22.8% |
| 5Y | -61.6% | +47.7% | -109.3% | -78.6% |
| 10Y | +638.0% | +126.0% | +512.0% | +170.9% |
| All | +577.6% | +125.2% | +452.4% | +133.6% |
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