+73.5%
EWJ vs ARWR
+181.4%
-107.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +2.9% | +2.9% | 0.0% | +2.6% |
| 30D | +1.1% | -2.9% | +4.0% | +1.3% |
| 3M | +7.1% | +15.2% | -8.1% | +5.3% |
| 6M | +16.2% | +42.3% | -26.1% | +11.6% |
| YTD | +22.0% | +28.2% | -6.2% | +18.0% |
| 1Y | +26.2% | +213.2% | -187.0% | +10.9% |
| 3Y | +73.5% | +184.6% | -111.2% | +45.5% |
| All | +73.5% | +181.4% | -107.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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