+138.6%
EWJ vs EL
+1,679.8%
-1,541.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +4.0% | +1.5% | +2.4% | +3.6% |
| 30D | -4.3% | +10.0% | -14.3% | -6.4% |
| 3M | -6.8% | +28.4% | -35.2% | -12.4% |
| 6M | -0.9% | +37.1% | -37.9% | -8.7% |
| YTD | +14.3% | +7.8% | +6.4% | +9.8% |
| 1Y | +15.3% | +26.0% | -10.7% | +6.7% |
| 3Y | +65.6% | +3.8% | +61.8% | +52.2% |
| 5Y | +47.5% | -65.2% | +112.6% | +72.3% |
| 10Y | +126.2% | +62.1% | +64.1% | +74.6% |
| All | +138.6% | +1,679.8% | -1,541.1% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling