+11.5%
EWJ vs ALB
-25.5%
+37.0%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.0% |
| 7D | +2.5% | -8.1% | +10.6% | +3.7% |
| 30D | +3.3% | +6.3% | -3.0% | +1.9% |
| 3M | +5.0% | -23.6% | +28.5% | +8.4% |
| 6M | +11.5% | -24.6% | +36.2% | +11.2% |
| All | +11.5% | -25.5% | +37.0% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling