+137.9%
EWJ vs M
+203.2%
-65.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +2.3% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | -6.5% | +10.1% | -16.6% | -8.1% |
| 3M | -5.6% | -0.9% | -4.7% | -5.7% |
| 6M | -0.3% | +30.2% | -30.4% | -5.2% |
| YTD | +13.9% | +16.3% | -2.4% | +9.9% |
| 1Y | +14.6% | +27.0% | -12.4% | +8.7% |
| 3Y | +66.6% | +154.5% | -87.9% | +34.9% |
| 5Y | +47.7% | -1.1% | +48.7% | +33.5% |
| 10Y | +126.0% | +0.5% | +125.5% | +75.5% |
| All | +137.9% | +203.2% | -65.3% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling