+125.9%
EWJ vs ALLY
+174.3%
-48.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | -4.3% | +5.2% | -9.5% | -5.4% |
| 3M | -6.8% | -13.3% | +6.5% | -3.9% |
| 6M | -0.9% | -6.7% | +5.8% | +0.4% |
| YTD | +14.3% | -12.8% | +27.1% | +17.2% |
| 1Y | +15.3% | +0.7% | +14.6% | +14.4% |
| 3Y | +65.6% | +65.2% | +0.4% | +44.2% |
| 5Y | +47.5% | -10.1% | +57.6% | +42.6% |
| All | +125.9% | +174.3% | -48.4% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling