-9.9%
ABNB vs EWJ
+47.4%
-57.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.8% |
| 7D | -1.7% | +4.0% | -5.7% | -5.4% |
| 30D | +11.8% | -4.3% | +16.1% | +16.2% |
| 3M | +0.9% | -6.8% | +7.7% | +7.4% |
| 6M | +40.5% | -0.9% | +41.4% | +39.7% |
| YTD | +37.6% | +14.3% | +23.4% | +15.8% |
| 1Y | +54.1% | +15.3% | +38.8% | +28.3% |
| 3Y | +56.8% | +65.6% | -8.9% | -21.6% |
| All | -9.9% | +47.4% | -57.3% | -44.4% |
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