+154.7%
EWJ vs EAT
+4,435.9%
-4,281.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | +0.1% |
| 7D | +2.9% | -4.9% | +7.8% | +3.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +7.1% | +52.2% | -45.1% | +0.7% |
| 6M | +16.2% | +65.0% | -48.9% | +7.4% |
| YTD | +22.0% | +55.0% | -33.0% | +13.5% |
| 1Y | +26.2% | +42.1% | -15.9% | +18.3% |
| 3Y | +73.5% | +614.7% | -541.3% | +26.1% |
| 5Y | +52.7% | +322.7% | -270.0% | +15.7% |
| 10Y | +138.5% | +382.0% | -243.6% | +59.0% |
| All | +154.7% | +4,435.9% | -4,281.1% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling