+155.6%
EWJ vs BEN
+1,089.4%
-933.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +3.3% | -0.5% | +3.8% | +3.4% |
| 3M | +5.0% | +9.7% | -4.7% | +1.9% |
| 6M | +11.5% | +33.9% | -22.4% | +1.7% |
| YTD | +22.4% | +49.0% | -26.6% | +7.9% |
| 1Y | +30.2% | +42.1% | -11.9% | +16.2% |
| 3Y | +72.8% | +51.9% | +20.9% | +47.5% |
| 5Y | +54.1% | +39.0% | +15.1% | +32.0% |
| 10Y | +140.6% | +57.9% | +82.8% | +84.6% |
| All | +155.6% | +1,089.4% | -933.8% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling