+127.1%
EWJ vs ALB
+35.3%
+91.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -1.9% | +1.1% | -2.9% | -2.1% |
| 30D | -5.3% | -2.6% | -2.8% | -5.1% |
| 3M | -4.3% | -25.6% | +21.2% | -0.2% |
| 6M | +0.4% | -54.0% | +54.4% | +12.6% |
| YTD | +14.7% | -31.6% | +46.3% | +19.5% |
| 1Y | +14.7% | -6.6% | +21.3% | +13.3% |
| 3Y | +66.2% | -14.0% | +80.2% | +57.0% |
| 5Y | +50.2% | -62.5% | +112.7% | +58.8% |
| 10Y | +127.1% | +36.3% | +90.8% | +72.3% |
| All | +127.1% | +35.3% | +91.7% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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