+52.7%
EWJ vs P
+283.1%
-230.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.5% |
| 7D | +2.9% | +7.8% | -5.0% | +1.8% |
| 30D | +1.1% | +12.3% | -11.2% | -0.9% |
| 3M | +7.1% | +37.1% | -30.0% | +1.8% |
| 6M | +16.2% | +66.1% | -49.9% | +6.8% |
| YTD | +22.0% | +50.9% | -28.9% | +13.0% |
| 1Y | +26.2% | +27.2% | -1.0% | +18.2% |
| 3Y | +73.5% | +158.7% | -85.2% | +39.1% |
| 5Y | +52.7% | +291.1% | -238.4% | +12.8% |
| All | +52.7% | +283.1% | -230.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling