+241.0%
EWJ vs EFV
+256.4%
-15.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | +2.9% | +1.0% | +1.9% | +2.1% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | +7.1% | +9.6% | -2.5% | -0.1% |
| 6M | +16.2% | +14.0% | +2.2% | +5.2% |
| YTD | +22.0% | +18.5% | +3.5% | +7.4% |
| 1Y | +26.2% | +27.9% | -1.7% | +4.8% |
| 3Y | +73.5% | +92.4% | -19.0% | +6.0% |
| 5Y | +52.7% | +97.2% | -44.5% | -8.8% |
| 10Y | +138.5% | +163.0% | -24.5% | +12.6% |
| All | +241.0% | +256.4% | -15.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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