+66.3%
EWJ vs ECL
+79.0%
-12.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -1.9% | -2.3% | +0.4% | -1.1% |
| 30D | -5.3% | +8.3% | -13.6% | -7.6% |
| 3M | -4.3% | +8.4% | -12.8% | -6.8% |
| 6M | +0.4% | +23.3% | -22.9% | -6.7% |
| YTD | +14.7% | +18.2% | -3.5% | +8.5% |
| 1Y | +14.7% | +18.8% | -4.0% | +8.2% |
| All | +66.3% | +79.0% | -12.7% | +38.3% |
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