+138.6%
EWJ vs EAT
+3,943.3%
-3,804.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +4.0% | -4.0% | +8.0% | +4.5% |
| 30D | -4.3% | -2.9% | -1.4% | -4.0% |
| 3M | -6.8% | -16.9% | +10.1% | -4.8% |
| 6M | -0.9% | +57.0% | -57.8% | -7.7% |
| YTD | +14.3% | +38.2% | -23.9% | +7.7% |
| 1Y | +15.3% | +69.3% | -54.0% | +5.4% |
| 3Y | +65.6% | +483.0% | -417.4% | +23.7% |
| 5Y | +47.5% | +364.1% | -316.7% | +10.2% |
| 10Y | +126.2% | +320.8% | -194.6% | +53.4% |
| All | +138.6% | +3,943.3% | -3,804.7% | +1.8% |
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