+25.2%
EWJ vs ALB
+68.9%
-43.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -1.5% | -7.6% | +6.1% | -0.7% |
| 30D | +0.2% | -5.6% | +5.8% | +0.6% |
| 3M | +8.6% | -16.8% | +25.4% | +10.4% |
| 6M | +12.1% | -26.3% | +38.5% | +14.6% |
| YTD | +20.1% | -13.2% | +33.3% | +21.4% |
| 1Y | +25.2% | +68.8% | -43.6% | +19.0% |
| All | +25.2% | +68.9% | -43.7% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling