+128.2%
EWJ vs BR
+1,281.7%
-1,153.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.0% | -5.0% | +6.0% | +2.8% |
| 30D | +1.0% | -2.5% | +3.4% | +1.7% |
| 3M | +7.2% | +13.5% | -6.3% | +1.8% |
| 6M | +13.9% | -9.4% | +23.3% | +16.6% |
| YTD | +20.8% | -23.3% | +44.1% | +30.5% |
| 1Y | +26.4% | -31.6% | +58.0% | +42.3% |
| 3Y | +71.8% | -5.1% | +76.8% | +69.2% |
| 5Y | +49.9% | +8.2% | +41.7% | +37.9% |
| 10Y | +140.0% | +189.8% | -49.9% | +44.5% |
| All | +128.2% | +1,281.7% | -1,153.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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