+57.3%
EWJ vs P
+175.5%
-118.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.4% |
| 7D | -5.0% | -23.8% | +18.8% | -2.1% |
| 30D | -10.2% | -36.6% | +26.4% | -5.7% |
| 3M | -7.2% | +10.9% | -18.1% | -9.2% |
| 6M | -3.2% | +30.0% | -33.2% | -7.8% |
| YTD | +9.9% | +44.4% | -34.5% | +2.9% |
| 1Y | +11.0% | +3.9% | +7.0% | +6.8% |
| 3Y | +57.3% | +176.6% | -119.3% | +35.0% |
| All | +57.3% | +175.5% | -118.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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