+139.6%
EWJ vs GEN
+5,077.8%
-4,938.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | -1.9% | -0.8% | -1.0% | -1.7% |
| 30D | -5.3% | +31.2% | -36.6% | -9.3% |
| 3M | -4.3% | +6.1% | -10.4% | -5.7% |
| 6M | +0.4% | +38.1% | -37.7% | -5.2% |
| YTD | +14.7% | +14.4% | +0.3% | +11.0% |
| 1Y | +14.7% | +15.1% | -0.4% | +10.8% |
| 3Y | +66.2% | +68.5% | -2.3% | +50.7% |
| 5Y | +50.2% | +35.8% | +14.4% | +38.8% |
| 10Y | +127.1% | +155.4% | -28.3% | +83.3% |
| All | +139.6% | +5,077.8% | -4,938.3% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling