+65.8%
EMR vs EWJ
+50.3%
+15.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.1% |
| 30D | -5.0% | +1.0% | -5.9% | -5.7% |
| 3M | +5.9% | +7.2% | -1.3% | +0.1% |
| 6M | +7.3% | +13.9% | -6.6% | -3.2% |
| YTD | +14.6% | +20.8% | -6.2% | -1.4% |
| 1Y | +15.6% | +26.4% | -10.7% | -3.9% |
| 3Y | +60.2% | +71.8% | -11.6% | +3.3% |
| 5Y | +65.8% | +49.9% | +16.0% | +16.9% |
| All | +65.8% | +50.3% | +15.6% | +16.9% |
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