+155.6%
EWJ vs M
+177.7%
-22.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +2.5% | +4.7% | -2.2% | +1.7% |
| 30D | +3.3% | -9.6% | +12.9% | +5.0% |
| 3M | +5.0% | +0.9% | +4.1% | +4.5% |
| 6M | +11.5% | +22.3% | -10.7% | +7.3% |
| YTD | +22.4% | +6.5% | +15.9% | +20.1% |
| 1Y | +30.2% | +38.8% | -8.6% | +21.8% |
| 3Y | +72.8% | +115.9% | -43.1% | +43.9% |
| 5Y | +54.1% | +28.6% | +25.5% | +32.2% |
| 10Y | +140.6% | -2.5% | +143.1% | +87.4% |
| All | +155.6% | +177.7% | -22.2% | +28.0% |
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