+35.1%
ELV vs EWJ
+31.1%
+3.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | +3.3% | +2.5% | +0.8% | +2.8% |
| 30D | +4.2% | +3.3% | +0.9% | +3.4% |
| 3M | -0.1% | +5.0% | -5.0% | -1.3% |
| 6M | +41.3% | +11.5% | +29.7% | +37.0% |
| YTD | +17.4% | +22.4% | -4.9% | +11.4% |
| 1Y | +35.1% | +30.2% | +4.9% | +27.0% |
| All | +35.1% | +31.1% | +3.9% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling