+52.7%
EWJ vs CAPR
+87.6%
-34.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | +2.9% | -9.5% | +12.4% | +2.9% |
| 30D | +1.1% | +121.5% | -120.4% | +0.5% |
| 3M | +7.1% | -65.4% | +72.5% | +7.4% |
| 6M | +16.2% | -67.5% | +83.7% | +16.6% |
| YTD | +22.0% | -68.6% | +90.6% | +22.4% |
| 1Y | +26.2% | +42.7% | -16.5% | +23.2% |
| 3Y | +73.5% | +43.4% | +30.1% | +62.6% |
| 5Y | +52.7% | +86.0% | -33.3% | +36.6% |
| All | +52.7% | +87.6% | -34.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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