+155.6%
EWJ vs GEN
+5,079.5%
-4,923.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | +3.3% | +10.1% | -6.9% | +1.7% |
| 3M | +5.0% | +16.1% | -11.1% | +2.4% |
| 6M | +11.5% | +38.9% | -27.3% | +5.5% |
| YTD | +22.4% | +14.4% | +7.9% | +19.0% |
| 1Y | +30.2% | +5.9% | +24.3% | +28.0% |
| 3Y | +72.8% | +58.8% | +14.0% | +58.7% |
| 5Y | +54.1% | +24.7% | +29.5% | +44.9% |
| 10Y | +140.6% | +163.1% | -22.5% | +94.2% |
| All | +155.6% | +5,079.5% | -4,923.9% | +41.7% |
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