+18.2%
EWJ vs M
+36.6%
-18.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.6% | -6.2% | +0.4% |
| 7D | -1.2% | +8.3% | -9.4% | -2.3% |
| 30D | -5.5% | +14.2% | -19.6% | -7.2% |
| 3M | -0.8% | -1.1% | +0.3% | -0.8% |
| 6M | +7.1% | +36.6% | -29.5% | +2.3% |
| YTD | +16.9% | +19.8% | -2.9% | +11.6% |
| 1Y | +18.2% | +37.2% | -19.0% | +10.7% |
| All | +18.2% | +36.6% | -18.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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