+13.1%
EWJ vs ECL
+17.4%
-4.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | -6.0% | +6.6% | -12.6% | -7.5% |
| 3M | -6.5% | +9.6% | -16.1% | -8.8% |
| 6M | -0.1% | +21.6% | -21.7% | -7.3% |
| YTD | +13.9% | +16.9% | -3.0% | +11.0% |
| 1Y | +13.1% | +17.9% | -4.8% | +10.0% |
| All | +13.1% | +17.4% | -4.3% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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