+142.4%
EWJ vs ES
+85.8%
+56.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.3% |
| 3M | +7.1% | +5.0% | +2.1% | +5.9% |
| 6M | +16.2% | -2.8% | +19.0% | +16.5% |
| YTD | +22.0% | +8.6% | +13.4% | +19.6% |
| 1Y | +26.2% | +18.9% | +7.3% | +20.9% |
| 3Y | +73.5% | +32.1% | +41.3% | +60.3% |
| 5Y | +52.7% | -5.1% | +57.8% | +51.4% |
| All | +142.4% | +85.8% | +56.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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