+48.2%
EWJ vs ALB
-62.6%
+110.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.6% |
| 7D | -2.4% | +5.3% | -7.6% | -3.1% |
| 30D | -7.6% | -6.3% | -1.4% | -6.9% |
| 3M | -5.9% | -27.4% | +21.5% | -1.9% |
| 6M | -1.5% | -53.1% | +51.6% | +8.9% |
| YTD | +12.6% | -32.3% | +44.9% | +17.0% |
| 1Y | +12.7% | -7.3% | +20.0% | +11.6% |
| 3Y | +63.1% | -14.9% | +78.0% | +54.4% |
| 5Y | +48.2% | -62.0% | +110.2% | +55.2% |
| All | +48.2% | -62.6% | +110.8% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling