+12,674.7%
BLK vs EWJ
+164.6%
+12,510.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -5.2% | -1.5% | -3.7% | -4.1% |
| 30D | -7.0% | +0.2% | -7.2% | -7.2% |
| 3M | +5.7% | +8.6% | -2.9% | -1.1% |
| 6M | +11.0% | +12.1% | -1.1% | +1.2% |
| YTD | +0.9% | +20.1% | -19.2% | -12.8% |
| 1Y | -1.6% | +25.2% | -26.8% | -17.7% |
| 3Y | +64.5% | +70.8% | -6.3% | +8.1% |
| 5Y | +30.9% | +49.2% | -18.3% | -4.1% |
| 10Y | +275.1% | +138.6% | +136.5% | +102.1% |
| All | +12,674.7% | +164.6% | +12,510.1% | +5,803.7% |
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 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