+2,353.8%
ELV vs EWJ
+307.2%
+2,046.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -2.2% | +1.0% | -3.2% | -2.7% |
| 30D | -0.2% | +1.0% | -1.2% | -0.7% |
| 3M | -6.1% | +7.2% | -13.3% | -9.7% |
| 6M | +42.8% | +13.9% | +28.9% | +32.8% |
| YTD | +14.4% | +20.8% | -6.4% | +3.1% |
| 1Y | +28.6% | +26.4% | +2.2% | +13.2% |
| 3Y | -7.4% | +71.8% | -79.2% | -31.5% |
| 5Y | +14.5% | +49.9% | -35.4% | -10.0% |
| 10Y | +257.4% | +140.0% | +117.4% | +122.6% |
| All | +2,353.8% | +307.2% | +2,046.7% | +1,075.7% |
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