+154.7%
EWJ vs EFX
+2,053.5%
-1,898.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.5% |
| 7D | +2.9% | -7.8% | +10.7% | +5.1% |
| 30D | +1.1% | -5.7% | +6.8% | +2.5% |
| 3M | +7.1% | +2.5% | +4.6% | +5.2% |
| 6M | +16.2% | -16.7% | +32.9% | +20.4% |
| YTD | +22.0% | -20.2% | +42.2% | +27.1% |
| 1Y | +26.2% | -31.4% | +57.6% | +36.9% |
| 3Y | +73.5% | -10.5% | +84.0% | +69.6% |
| 5Y | +52.7% | -35.2% | +87.9% | +60.3% |
| 10Y | +138.5% | +40.2% | +98.3% | +88.5% |
| All | +154.7% | +2,053.5% | -1,898.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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