+52.7%
EWJ vs M
+24.8%
+27.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +2.9% | +2.4% | +0.5% | +2.6% |
| 30D | +1.1% | -11.6% | +12.7% | +2.5% |
| 3M | +7.1% | +1.6% | +5.5% | +6.7% |
| 6M | +16.2% | +25.2% | -9.0% | +12.8% |
| YTD | +22.0% | +3.8% | +18.2% | +20.7% |
| 1Y | +26.2% | +36.3% | -10.1% | +20.8% |
| 3Y | +73.5% | +116.3% | -42.9% | +53.2% |
| 5Y | +52.7% | +28.2% | +24.5% | +41.9% |
| All | +52.7% | +24.8% | +27.9% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling