+2.2%
ABNB vs EWJ
+50.3%
-48.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -1.9% |
| 7D | -7.4% | +1.0% | -8.4% | -8.3% |
| 30D | -8.2% | +1.0% | -9.1% | -9.2% |
| 3M | +29.1% | +7.2% | +21.9% | +19.5% |
| 6M | +26.6% | +13.9% | +12.7% | +9.4% |
| YTD | +25.0% | +20.8% | +4.2% | +0.1% |
| 1Y | +37.0% | +26.4% | +10.6% | +3.8% |
| 3Y | +16.3% | +71.8% | -55.4% | -42.7% |
| 5Y | +2.2% | +49.9% | -47.7% | -37.7% |
| All | +2.2% | +50.3% | -48.1% | -37.7% |
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