+141.9%
EWJ vs JBL
+1,558.3%
-1,416.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.3% |
| 30D | +0.8% | -13.1% | +13.9% | +4.1% |
| 3M | +7.5% | -15.6% | +23.1% | +11.4% |
| 6M | +15.6% | +24.6% | -9.0% | +8.5% |
| YTD | +22.7% | +39.6% | -16.9% | +11.6% |
| 1Y | +26.4% | +48.6% | -22.2% | +12.6% |
| 3Y | +72.5% | +197.3% | -124.7% | +24.1% |
| 5Y | +52.4% | +413.0% | -360.5% | -7.3% |
| All | +141.9% | +1,558.3% | -1,416.5% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling