+72.5%
EWJ vs EAT
+578.9%
-506.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +0.3% | -7.7% | +8.0% | +1.2% |
| 30D | +0.8% | -13.6% | +14.4% | +2.3% |
| 3M | +7.5% | +33.9% | -26.4% | +3.7% |
| 6M | +15.6% | +47.2% | -31.6% | +9.9% |
| YTD | +22.7% | +48.1% | -25.3% | +16.4% |
| 1Y | +26.4% | +33.7% | -7.3% | +21.3% |
| 3Y | +72.5% | +595.8% | -523.2% | +27.0% |
| All | +72.5% | +578.9% | -506.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling