+241.5%
EWJ vs MKTX
+1,442.6%
-1,201.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +7.5% | +40.8% | -33.3% | +0.9% |
| 6M | +15.6% | -8.0% | +23.6% | +16.2% |
| YTD | +22.7% | -8.7% | +31.5% | +23.4% |
| 1Y | +26.4% | -11.8% | +38.3% | +27.6% |
| 3Y | +72.5% | -24.0% | +96.6% | +74.8% |
| 5Y | +52.4% | -60.3% | +112.8% | +69.9% |
| 10Y | +143.8% | +5.0% | +138.9% | +118.5% |
| All | +241.5% | +1,442.6% | -1,201.2% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling