+73.5%
EWJ vs ALLY
+69.8%
+3.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.5% |
| 7D | +2.9% | +1.0% | +1.9% | +2.6% |
| 30D | +1.1% | -3.3% | +4.4% | +1.9% |
| 3M | +7.1% | +0.5% | +6.7% | +6.9% |
| 6M | +16.2% | +12.6% | +3.6% | +12.7% |
| YTD | +22.0% | -4.7% | +26.7% | +22.7% |
| 1Y | +26.2% | +5.2% | +21.0% | +23.7% |
| 3Y | +73.5% | +66.5% | +7.0% | +56.7% |
| All | +73.5% | +69.8% | +3.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling