+137.9%
EWJ vs ES
+862.0%
-724.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -6.5% | +5.7% | -12.2% | -7.9% |
| 3M | -5.6% | -2.8% | -2.8% | -5.1% |
| 6M | -0.3% | +7.0% | -7.2% | -2.4% |
| YTD | +13.9% | +6.8% | +7.1% | +11.3% |
| 1Y | +14.6% | -0.5% | +15.0% | +13.6% |
| 3Y | +66.6% | +47.2% | +19.5% | +46.9% |
| 5Y | +47.7% | +2.3% | +45.4% | +41.8% |
| 10Y | +126.0% | +85.6% | +40.4% | +77.9% |
| All | +137.9% | +862.0% | -724.1% | +30.9% |
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