+41.9%
EWJ vs AS
+134.9%
-93.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.0% | +6.9% | -11.9% | -5.9% |
| 30D | -10.2% | +16.0% | -26.2% | -12.2% |
| 3M | -7.2% | -12.8% | +5.6% | -5.6% |
| 6M | -3.2% | -15.4% | +12.2% | -1.3% |
| YTD | +9.9% | -15.7% | +25.7% | +11.6% |
| 1Y | +11.0% | +6.1% | +4.9% | +9.3% |
| All | +41.9% | +134.9% | -93.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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