+50.4%
EWJ vs JBL
+409.3%
-359.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | +7.5% | -15.6% | +23.1% | +11.1% |
| 6M | +15.6% | +24.6% | -9.0% | +8.9% |
| YTD | +22.7% | +39.6% | -16.9% | +12.3% |
| 1Y | +26.4% | +48.6% | -22.2% | +13.5% |
| 3Y | +72.5% | +197.3% | -124.7% | +25.6% |
| All | +50.4% | +409.3% | -359.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling