+87.7%
EWJ vs EOSE
-58.6%
+146.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.8% |
| 7D | +1.0% | +15.0% | -14.0% | +0.4% |
| 30D | +1.0% | +2.5% | -1.5% | +0.7% |
| 3M | +7.2% | -33.7% | +40.9% | +8.4% |
| 6M | +13.9% | -32.7% | +46.6% | +14.4% |
| YTD | +20.8% | -63.8% | +84.6% | +23.1% |
| 1Y | +26.4% | -40.5% | +66.9% | +25.7% |
| 3Y | +71.8% | +50.4% | +21.4% | +58.5% |
| 5Y | +49.9% | -68.6% | +118.4% | +38.0% |
| All | +87.7% | -58.6% | +146.4% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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