+50.4%
EWJ vs EXR
-10.8%
+61.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +0.3% | -1.2% | +1.4% | +0.5% |
| 30D | +0.8% | -6.2% | +7.0% | +2.0% |
| 3M | +7.5% | -7.4% | +14.9% | +8.9% |
| 6M | +15.6% | -0.5% | +16.1% | +15.3% |
| YTD | +22.7% | +8.1% | +14.6% | +20.4% |
| 1Y | +26.4% | -2.9% | +29.3% | +26.5% |
| 3Y | +72.5% | +22.9% | +49.6% | +63.1% |
| All | +50.4% | -10.8% | +61.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 5y: compounded portfolio wealth divided by compounded EXR 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…
5y analysis · Full analysis span regression · 6 months rolling