+69.8%
EWJ vs ECL
+54.1%
+15.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | +1.0% | -2.7% | +3.7% | +1.9% |
| 30D | +1.0% | -4.3% | +5.3% | +2.3% |
| 3M | +7.2% | +3.2% | +4.0% | +5.7% |
| 6M | +13.9% | -2.9% | +16.8% | +14.4% |
| YTD | +20.8% | +4.3% | +16.5% | +18.8% |
| 1Y | +26.4% | +1.6% | +24.7% | +25.0% |
| All | +69.8% | +54.1% | +15.7% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling