+21.7%
ELV vs EWJ
+50.5%
-28.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.0% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +4.9% | +0.8% | +4.1% | +4.6% |
| 3M | +4.9% | +7.5% | -2.6% | +2.5% |
| 6M | +45.1% | +15.6% | +29.5% | +38.2% |
| YTD | +20.7% | +22.7% | -2.1% | +12.8% |
| 1Y | +35.0% | +26.4% | +8.6% | +25.0% |
| 3Y | -2.4% | +72.5% | -75.0% | -19.4% |
| All | +21.7% | +50.5% | -28.9% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling