+136.3%
EWJ vs CAPR
-99.1%
+235.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +2.5% | -2.0% | +4.5% | +2.5% |
| 30D | +3.3% | +139.2% | -135.9% | +2.5% |
| 3M | +5.0% | -66.4% | +71.3% | +5.3% |
| 6M | +11.5% | -63.1% | +74.7% | +11.8% |
| YTD | +22.4% | -67.4% | +89.8% | +22.7% |
| 1Y | +30.2% | +58.2% | -28.0% | +26.7% |
| 3Y | +72.8% | +42.2% | +30.6% | +66.5% |
| 5Y | +54.1% | +87.3% | -33.1% | +47.5% |
| 10Y | +140.6% | -75.3% | +215.9% | +125.4% |
| All | +136.3% | -99.1% | +235.3% | +114.6% |
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 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