+136.4%
EWJ vs P
+499.9%
-363.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.4% | -13.3% | +10.9% | -0.6% |
| 30D | -7.6% | -34.0% | +26.4% | -2.7% |
| 3M | -5.9% | +4.1% | -10.0% | -7.4% |
| 6M | -1.5% | +30.5% | -31.9% | -6.9% |
| YTD | +12.6% | +52.2% | -39.6% | +3.5% |
| 1Y | +12.7% | +10.3% | +2.4% | +7.2% |
| 3Y | +63.1% | +180.9% | -117.8% | +30.3% |
| 5Y | +48.2% | +259.7% | -211.5% | +11.9% |
| 10Y | +123.1% | +652.6% | -529.5% | +45.7% |
| All | +136.4% | +499.9% | -363.4% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling