+856.1%
EEM vs EWJ
+460.9%
+395.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +3.1% | +2.9% | +0.2% | +0.3% |
| 30D | +4.9% | +1.1% | +3.8% | +3.7% |
| 3M | +5.2% | +7.1% | -1.9% | -1.4% |
| 6M | +20.7% | +16.2% | +4.5% | +4.8% |
| YTD | +26.5% | +22.0% | +4.5% | +4.5% |
| 1Y | +37.8% | +26.2% | +11.6% | +9.9% |
| 3Y | +91.0% | +73.5% | +17.5% | +8.1% |
| 5Y | +47.0% | +52.7% | -5.7% | -6.5% |
| 10Y | +125.6% | +138.5% | -12.9% | -9.3% |
| All | +856.1% | +460.9% | +395.2% | +120.7% |
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