+14,028.3%
EBAY vs EWJ
+343.0%
+13,685.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.4% |
| 7D | -3.0% | +1.0% | -4.0% | -3.7% |
| 30D | -3.6% | +1.0% | -4.6% | -4.4% |
| 3M | -4.4% | +7.2% | -11.7% | -9.6% |
| 6M | +12.1% | +13.9% | -1.8% | +1.3% |
| YTD | +19.9% | +20.8% | -0.9% | +3.7% |
| 1Y | +13.4% | +26.4% | -13.0% | -5.1% |
| 3Y | +150.5% | +71.8% | +78.7% | +65.4% |
| 5Y | +54.8% | +49.9% | +5.0% | +12.5% |
| 10Y | +268.1% | +140.0% | +128.1% | +91.0% |
| All | +14,028.3% | +343.0% | +13,685.3% | +5,262.4% |
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 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