+252.3%
EWJ vs BG
+1,181.2%
-928.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +1.0% | +10.3% | -9.3% | -1.2% |
| 3M | +7.2% | -1.9% | +9.1% | +7.2% |
| 6M | +13.9% | +5.2% | +8.6% | +11.8% |
| YTD | +20.8% | +41.2% | -20.4% | +11.3% |
| 1Y | +26.4% | +50.5% | -24.2% | +14.5% |
| 3Y | +71.8% | +19.9% | +51.8% | +61.1% |
| 5Y | +49.9% | +86.7% | -36.8% | +24.9% |
| 10Y | +140.0% | +167.5% | -27.5% | +74.9% |
| All | +252.3% | +1,181.2% | -928.9% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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