+72.5%
EWJ vs MKTX
-25.3%
+97.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.8% | +0.7% | +0.1% | +0.8% |
| 3M | +7.5% | +40.8% | -33.3% | +6.2% |
| 6M | +15.6% | -8.0% | +23.6% | +15.2% |
| YTD | +22.7% | -8.7% | +31.5% | +22.3% |
| 1Y | +26.4% | -11.8% | +38.3% | +26.1% |
| 3Y | +72.5% | -24.0% | +96.6% | +69.3% |
| All | +72.5% | -25.3% | +97.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling