+135.1%
EWJ vs ES
+863.8%
-728.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.4% | +0.9% | -3.2% | -2.6% |
| 30D | -7.6% | +5.9% | -13.6% | -9.1% |
| 3M | -5.9% | -1.0% | -4.9% | -5.8% |
| 6M | -1.5% | +7.2% | -8.6% | -3.6% |
| YTD | +12.6% | +7.0% | +5.6% | +10.0% |
| 1Y | +12.7% | +0.5% | +12.2% | +11.5% |
| 3Y | +63.1% | +48.7% | +14.4% | +43.3% |
| 5Y | +48.2% | +1.9% | +46.3% | +42.4% |
| 10Y | +123.1% | +89.2% | +34.0% | +74.8% |
| All | +135.1% | +863.8% | -728.7% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling