+135.2%
EWJ vs A
+543.3%
-408.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +4.0% | -0.5% | +4.4% | +4.1% |
| 30D | -4.3% | 0.0% | -4.2% | -4.3% |
| 3M | -6.8% | +16.7% | -23.5% | -10.2% |
| 6M | -0.9% | +54.8% | -55.7% | -10.8% |
| YTD | +14.3% | +28.8% | -14.5% | +7.0% |
| 1Y | +15.3% | +19.3% | -4.0% | +9.7% |
| 3Y | +65.6% | +65.5% | +0.1% | +44.4% |
| 5Y | +47.5% | +12.1% | +35.4% | +38.4% |
| 10Y | +126.2% | +305.4% | -179.2% | +58.1% |
| All | +135.2% | +543.3% | -408.1% | +17.8% |
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