+47.6%
EWJ vs BEN
+28.2%
+19.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | +6.8% | -2.8% | +1.9% |
| 30D | -4.3% | +18.0% | -22.2% | -9.1% |
| 3M | -6.8% | +7.5% | -14.3% | -9.0% |
| 6M | -0.9% | +14.7% | -15.6% | -5.3% |
| YTD | +14.3% | +56.1% | -41.8% | -0.9% |
| 1Y | +15.3% | +69.6% | -54.3% | -2.5% |
| 3Y | +65.6% | +87.7% | -22.1% | +31.2% |
| All | +47.6% | +28.2% | +19.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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