+266.2%
EWJ vs EXR
+2,662.2%
-2,396.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +2.5% | -2.6% | +5.1% | +3.2% |
| 30D | +3.3% | -7.2% | +10.5% | +5.3% |
| 3M | +5.0% | -3.5% | +8.5% | +5.7% |
| 6M | +11.5% | -5.3% | +16.8% | +12.8% |
| YTD | +22.4% | +9.4% | +13.0% | +19.0% |
| 1Y | +30.2% | +1.3% | +28.9% | +29.0% |
| 3Y | +72.8% | +22.4% | +50.4% | +59.6% |
| 5Y | +54.1% | -12.2% | +66.4% | +52.4% |
| 10Y | +140.6% | +148.6% | -8.0% | +70.4% |
| All | +266.2% | +2,662.2% | -2,396.0% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling