+140.0%
EWJ vs ALLY
+178.1%
-38.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | +1.0% | -4.5% | +5.5% | +2.0% |
| 3M | +7.2% | -2.8% | +10.1% | +7.8% |
| 6M | +13.9% | +10.3% | +3.6% | +11.1% |
| YTD | +20.8% | -5.7% | +26.5% | +21.8% |
| 1Y | +26.4% | +3.9% | +22.4% | +24.4% |
| 3Y | +71.8% | +64.7% | +7.0% | +49.5% |
| 5Y | +49.9% | -2.6% | +52.5% | +42.2% |
| 10Y | +140.0% | +186.0% | -46.0% | +77.3% |
| All | +140.0% | +178.1% | -38.1% | +77.3% |
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