+151.9%
EWJ vs A
+457.0%
-305.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +2.5% | -1.9% | +4.5% | +3.0% |
| 30D | +3.3% | +6.9% | -3.6% | +1.7% |
| 3M | +5.0% | +9.2% | -4.3% | +2.7% |
| 6M | +11.5% | +25.7% | -14.1% | +5.2% |
| YTD | +22.4% | +11.5% | +10.9% | +18.4% |
| 1Y | +30.2% | +18.4% | +11.8% | +24.1% |
| 3Y | +72.8% | +26.6% | +46.2% | +59.9% |
| 5Y | +54.1% | -12.8% | +66.9% | +53.0% |
| 10Y | +140.6% | +247.2% | -106.6% | +74.2% |
| All | +151.9% | +457.0% | -305.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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