+50.2%
EWJ vs ECL
+39.3%
+10.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.8% |
| 3M | -4.3% | +8.4% | -12.8% | -6.9% |
| 6M | +0.4% | +23.3% | -22.9% | -6.8% |
| YTD | +14.7% | +18.2% | -3.5% | +8.1% |
| 1Y | +14.7% | +18.8% | -4.0% | +7.9% |
| 3Y | +66.2% | +78.5% | -12.3% | +35.4% |
| 5Y | +50.2% | +40.1% | +10.1% | +27.9% |
| All | +50.2% | +39.3% | +10.9% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling