+152.2%
EWJ vs JBL
+35,605.9%
-35,453.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.0% | +4.0% | -3.0% | +0.3% |
| 30D | +1.0% | -7.5% | +8.5% | +2.2% |
| 3M | +7.2% | -14.1% | +21.3% | +9.6% |
| 6M | +13.9% | +25.9% | -12.0% | +8.8% |
| YTD | +20.8% | +36.7% | -15.9% | +13.5% |
| 1Y | +26.4% | +49.0% | -22.6% | +16.6% |
| 3Y | +71.8% | +191.8% | -120.0% | +38.2% |
| 5Y | +49.9% | +409.8% | -359.9% | +8.6% |
| 10Y | +140.0% | +1,509.2% | -1,369.2% | +39.6% |
| All | +152.2% | +35,605.9% | -35,453.7% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling