+1,543.6%
EMR vs EWJ
+155.8%
+1,387.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +3.1% | +2.9% | +0.2% | +1.3% |
| 30D | -3.5% | +1.1% | -4.6% | -4.2% |
| 3M | +9.8% | +7.1% | +2.7% | +5.3% |
| 6M | +10.8% | +16.2% | -5.4% | +1.5% |
| YTD | +15.9% | +22.0% | -6.0% | +3.2% |
| 1Y | +16.4% | +26.2% | -9.8% | +1.6% |
| 3Y | +62.1% | +73.5% | -11.4% | +17.0% |
| 5Y | +62.9% | +52.7% | +10.2% | +26.4% |
| 10Y | +267.8% | +138.5% | +129.3% | +128.5% |
| All | +1,543.6% | +155.8% | +1,387.8% | +785.4% |
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