+155.6%
EWJ vs ECL
+5,095.7%
-4,940.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.5% | -2.6% | +5.1% | +3.6% |
| 30D | +3.3% | -2.2% | +5.4% | +4.1% |
| 3M | +5.0% | +10.1% | -5.1% | +0.6% |
| 6M | +11.5% | -5.7% | +17.3% | +13.6% |
| YTD | +22.4% | +7.0% | +15.4% | +18.5% |
| 1Y | +30.2% | +2.7% | +27.5% | +27.8% |
| 3Y | +72.8% | +57.7% | +15.1% | +41.1% |
| 5Y | +54.1% | +31.1% | +23.0% | +32.4% |
| 10Y | +140.6% | +150.9% | -10.3% | +50.3% |
| All | +155.6% | +5,095.7% | -4,940.1% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling