-2.0%
ELV vs EWJ
+73.0%
-75.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +5.4% | +0.8% | +4.6% | +5.1% |
| 3M | +5.4% | +7.5% | -2.2% | +3.4% |
| 6M | +45.7% | +15.6% | +30.1% | +40.0% |
| YTD | +21.2% | +22.7% | -1.5% | +14.9% |
| 1Y | +35.6% | +26.4% | +9.2% | +27.6% |
| 3Y | -2.0% | +72.5% | -74.5% | -13.1% |
| All | -2.0% | +73.0% | -75.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling