+136.7%
EWJ vs ALB
+84.6%
+52.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | -1.5% | -7.6% | +6.1% | -0.3% |
| 30D | +0.2% | -5.6% | +5.8% | +0.9% |
| 3M | +8.6% | -16.8% | +25.4% | +11.4% |
| 6M | +12.1% | -26.3% | +38.5% | +16.4% |
| YTD | +20.1% | -13.2% | +33.3% | +20.8% |
| 1Y | +25.2% | +68.8% | -43.6% | +12.0% |
| 3Y | +70.8% | -30.7% | +101.4% | +68.5% |
| 5Y | +49.2% | -46.3% | +95.4% | +48.5% |
| All | +136.7% | +84.6% | +52.1% | +66.7% |
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