+155.6%
EWJ vs ES
+872.1%
-716.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +3.3% | -2.0% | +5.2% | +3.8% |
| 3M | +5.0% | +1.7% | +3.3% | +4.3% |
| 6M | +11.5% | -3.5% | +15.1% | +12.2% |
| YTD | +22.4% | +7.9% | +14.5% | +19.5% |
| 1Y | +30.2% | +17.2% | +13.0% | +23.9% |
| 3Y | +72.8% | +29.3% | +43.5% | +57.5% |
| 5Y | +54.1% | -5.7% | +59.9% | +51.3% |
| 10Y | +140.6% | +85.2% | +55.4% | +89.8% |
| All | +155.6% | +872.1% | -716.5% | +40.4% |
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