-3.2%
EWJ vs ADVB
-68.6%
+65.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | -5.0% | -13.9% | +8.9% | -5.1% |
| 30D | -10.2% | -68.1% | +57.9% | -10.9% |
| 3M | -7.2% | -73.4% | +66.1% | -8.0% |
| 6M | -3.2% | -70.8% | +67.6% | -4.4% |
| All | -3.2% | -68.6% | +65.4% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling