+18.2%
EWJ vs GEN
+20.2%
-2.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +1.2% |
| 7D | -1.2% | +26.9% | -28.0% | -2.5% |
| 30D | -5.5% | +38.6% | -44.1% | -7.4% |
| 3M | -0.8% | +9.7% | -10.5% | -1.2% |
| 6M | +7.1% | +58.9% | -51.8% | +1.8% |
| YTD | +16.9% | +15.3% | +1.5% | +14.8% |
| 1Y | +18.2% | +21.8% | -3.6% | +15.2% |
| All | +18.2% | +20.2% | -2.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling