+57.3%
EWJ vs FIVE
+34.8%
+22.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -10.2% | +17.7% | -27.9% | -12.0% |
| 3M | -7.2% | +4.0% | -11.2% | -7.9% |
| 6M | -3.2% | +2.6% | -5.8% | -3.9% |
| YTD | +9.9% | +27.6% | -17.7% | +6.1% |
| 1Y | +11.0% | +59.9% | -49.0% | +4.2% |
| 3Y | +57.3% | +35.8% | +21.6% | +37.5% |
| All | +57.3% | +34.8% | +22.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling