+52.7%
EWJ vs AR
+140.6%
-87.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +2.9% | -1.8% | +4.7% | +3.0% |
| 30D | +1.1% | +12.6% | -11.5% | 0.0% |
| 3M | +7.1% | +10.0% | -2.9% | +6.0% |
| 6M | +16.2% | +0.6% | +15.5% | +15.7% |
| YTD | +22.0% | +13.4% | +8.6% | +19.6% |
| 1Y | +26.2% | +21.7% | +4.5% | +22.5% |
| 3Y | +73.5% | +45.8% | +27.6% | +63.3% |
| 5Y | +52.7% | +144.3% | -91.6% | +35.5% |
| All | +52.7% | +140.6% | -87.9% | +35.5% |
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