+41.6%
EWJ vs AR
+71.8%
-30.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -5.0% | -14.3% | +9.3% | -3.8% |
| 30D | -10.2% | +1.4% | -11.7% | -10.4% |
| 3M | -7.2% | +3.4% | -10.6% | -7.7% |
| 6M | -3.2% | -2.1% | -1.1% | -3.4% |
| YTD | +9.9% | +4.7% | +5.2% | +8.4% |
| 1Y | +11.0% | +10.6% | +0.4% | +8.6% |
| 3Y | +57.3% | +24.6% | +32.7% | +50.1% |
| All | +41.6% | +71.8% | -30.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling