+161.9%
EWJ vs AR
-27.2%
+189.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +2.5% | +2.5% | 0.0% | +2.3% |
| 30D | +3.3% | +14.8% | -11.5% | +2.3% |
| 3M | +5.0% | +6.2% | -1.3% | +4.4% |
| 6M | +11.5% | +4.3% | +7.3% | +10.9% |
| YTD | +22.4% | +14.4% | +8.0% | +20.7% |
| 1Y | +30.2% | +21.3% | +8.9% | +27.6% |
| 3Y | +72.8% | +39.8% | +33.0% | +66.2% |
| 5Y | +54.1% | +142.1% | -87.9% | +41.0% |
| 10Y | +140.6% | +52.0% | +88.6% | +120.6% |
| All | +161.9% | -27.2% | +189.1% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling