+119.9%
EWJ vs CAPR
-99.0%
+218.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.0% | -0.6% |
| 7D | +3.6% | +19.1% | -15.4% | +3.5% |
| 30D | -6.0% | +48.8% | -54.8% | -6.3% |
| 3M | -6.5% | +144.4% | -150.9% | -7.3% |
| 6M | -0.1% | -67.5% | +67.4% | +0.1% |
| YTD | +13.9% | -64.5% | +78.4% | +14.0% |
| 1Y | +13.1% | +74.4% | -61.3% | +10.0% |
| 3Y | +65.0% | +265.7% | -200.7% | +57.7% |
| 5Y | +47.0% | +196.0% | -149.0% | +40.1% |
| 10Y | +125.5% | -62.4% | +187.8% | +110.6% |
| All | +119.9% | -99.0% | +218.9% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling