+72.3%
EWJ vs ES
+32.6%
+39.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +3.3% | -2.0% | +5.2% | +3.5% |
| 3M | +5.0% | +1.7% | +3.3% | +4.6% |
| 6M | +11.5% | -3.5% | +15.1% | +11.7% |
| YTD | +22.4% | +7.9% | +14.5% | +21.1% |
| 1Y | +30.2% | +17.2% | +13.0% | +27.3% |
| All | +72.3% | +32.6% | +39.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling