+138.6%
EWJ vs ALB
+1,320.3%
-1,181.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +4.0% | -5.8% | +9.7% | +5.3% |
| 30D | -4.3% | -4.5% | +0.3% | -3.5% |
| 3M | -6.8% | -28.1% | +21.3% | -0.5% |
| 6M | -0.9% | -53.2% | +52.3% | +15.5% |
| YTD | +14.3% | -33.3% | +47.6% | +21.4% |
| 1Y | +15.3% | -17.4% | +32.7% | +16.4% |
| 3Y | +65.6% | -14.1% | +79.8% | +53.2% |
| 5Y | +47.5% | -64.0% | +111.5% | +59.0% |
| 10Y | +126.2% | +32.8% | +93.4% | +58.8% |
| All | +138.6% | +1,320.3% | -1,181.7% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling