+49.2%
EWJ vs EAT
+308.2%
-259.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.5% | -6.2% | +4.7% | -0.7% |
| 30D | +0.2% | -3.0% | +3.2% | +0.4% |
| 3M | +8.6% | +45.6% | -37.0% | +3.0% |
| 6M | +12.1% | +53.5% | -41.4% | +5.1% |
| YTD | +20.1% | +49.6% | -29.5% | +12.7% |
| 1Y | +25.2% | +38.9% | -13.7% | +18.3% |
| 3Y | +70.8% | +589.7% | -518.9% | +23.6% |
| 5Y | +49.2% | +318.7% | -269.5% | +8.6% |
| All | +49.2% | +308.2% | -259.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling