+141.9%
EWJ vs CBOE
+368.5%
-226.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.5% |
| 7D | +0.3% | -5.8% | +6.1% | +1.0% |
| 30D | +0.8% | -3.1% | +3.9% | +1.1% |
| 3M | +7.5% | -4.8% | +12.3% | +7.8% |
| 6M | +15.6% | -0.6% | +16.1% | +14.7% |
| YTD | +22.7% | +12.8% | +9.9% | +19.2% |
| 1Y | +26.4% | +19.8% | +6.6% | +21.4% |
| 3Y | +72.5% | +86.9% | -14.4% | +51.0% |
| 5Y | +52.4% | +136.5% | -84.1% | +25.9% |
| All | +141.9% | +368.5% | -226.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling