+72.3%
EWJ vs FIVE
+56.0%
+16.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.2% |
| 7D | +2.5% | +4.3% | -1.7% | +2.0% |
| 30D | +3.3% | +12.5% | -9.2% | +1.7% |
| 3M | +5.0% | +31.2% | -26.3% | +1.3% |
| 6M | +11.5% | +14.4% | -2.8% | +9.2% |
| YTD | +22.4% | +33.9% | -11.5% | +17.5% |
| 1Y | +30.2% | +65.1% | -34.8% | +21.7% |
| All | +72.3% | +56.0% | +16.3% | +49.0% |
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