+30.2%
EWJ vs JBL
+52.3%
-22.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +3.3% | -8.3% | +11.5% | +5.2% |
| 3M | +5.0% | -16.9% | +21.9% | +8.5% |
| 6M | +11.5% | +21.8% | -10.2% | +6.4% |
| YTD | +22.4% | +36.3% | -13.9% | +15.1% |
| 1Y | +30.2% | +49.5% | -19.3% | +20.0% |
| All | +30.2% | +52.3% | -22.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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