+23.7%
EWJ vs EAT
+39.2%
-15.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.5% | -6.2% | +4.7% | -1.1% |
| 30D | +0.2% | -3.0% | +3.2% | +0.3% |
| 3M | +8.6% | +45.6% | -37.0% | +5.5% |
| 6M | +12.1% | +53.5% | -41.4% | +8.8% |
| YTD | +20.1% | +49.6% | -29.5% | +16.9% |
| All | +23.7% | +39.2% | -15.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling