+141.9%
EWJ vs EL
+26.1%
+115.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +0.3% | -6.5% | +6.8% | +1.6% |
| 30D | +0.8% | +11.1% | -10.4% | -1.6% |
| 3M | +7.5% | +10.7% | -3.2% | +4.9% |
| 6M | +15.6% | +6.9% | +8.7% | +12.8% |
| YTD | +22.7% | -6.3% | +29.0% | +22.1% |
| 1Y | +26.4% | +13.5% | +13.0% | +20.4% |
| 3Y | +72.5% | -33.1% | +105.6% | +76.1% |
| 5Y | +52.4% | -68.8% | +121.2% | +87.2% |
| All | +141.9% | +26.1% | +115.8% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling