+38.2%
EWJ vs ADVB
-97.4%
+135.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -6.5% | -61.4% | +54.9% | -6.4% |
| 3M | -5.6% | -67.8% | +62.2% | -5.5% |
| 6M | -0.3% | -66.9% | +66.6% | -0.7% |
| YTD | +13.9% | -64.9% | +78.8% | +12.8% |
| 1Y | +14.6% | -74.8% | +89.3% | +14.0% |
| All | +38.2% | -97.4% | +135.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling