+1,709.6%
EMR vs EWJ
+138.9%
+1,570.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +2.7% | +3.6% | -1.0% | +0.5% |
| 30D | +2.1% | -6.0% | +8.1% | +6.0% |
| 3M | +2.3% | -6.5% | +8.7% | +6.4% |
| 6M | +22.5% | -0.1% | +22.6% | +22.6% |
| YTD | +27.2% | +13.9% | +13.3% | +18.0% |
| 1Y | +28.0% | +13.1% | +14.9% | +19.3% |
| 3Y | +103.4% | +65.0% | +38.4% | +51.3% |
| 5Y | +88.2% | +47.0% | +41.2% | +49.6% |
| 10Y | +281.7% | +125.5% | +156.2% | +145.6% |
| All | +1,709.6% | +138.9% | +1,570.7% | +915.8% |
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