+73.5%
EWJ vs ALB
-27.5%
+100.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | +2.9% | -4.4% | +7.3% | +3.4% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +7.1% | -13.3% | +20.4% | +8.7% |
| 6M | +16.2% | -19.8% | +35.9% | +18.3% |
| YTD | +22.0% | -7.9% | +29.9% | +21.7% |
| 1Y | +26.2% | +60.2% | -33.9% | +16.5% |
| 3Y | +73.5% | -26.4% | +99.9% | +68.6% |
| All | +73.5% | -27.5% | +100.9% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling