+138.6%
EWJ vs GEN
+5,037.3%
-4,898.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +4.0% | +2.0% | +1.9% | +3.6% |
| 30D | -4.3% | +27.7% | -32.0% | -7.9% |
| 3M | -6.8% | +3.3% | -10.1% | -7.8% |
| 6M | -0.9% | +31.8% | -32.7% | -5.7% |
| YTD | +14.3% | +13.5% | +0.8% | +10.7% |
| 1Y | +15.3% | +16.0% | -0.7% | +11.3% |
| 3Y | +65.6% | +70.6% | -5.0% | +49.9% |
| 5Y | +47.5% | +32.1% | +15.3% | +36.8% |
| 10Y | +126.2% | +153.4% | -27.2% | +82.7% |
| All | +138.6% | +5,037.3% | -4,898.6% | +31.7% |
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