+157.1%
EWJ vs P
+485.4%
-328.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +2.5% | +6.5% | -4.0% | +1.6% |
| 30D | +3.3% | +18.8% | -15.6% | +0.4% |
| 3M | +5.0% | +26.7% | -21.8% | +0.8% |
| 6M | +11.5% | +62.2% | -50.6% | +2.9% |
| YTD | +22.4% | +48.5% | -26.1% | +13.7% |
| 1Y | +30.2% | +26.4% | +3.8% | +22.3% |
| 3Y | +72.8% | +159.4% | -86.6% | +40.6% |
| 5Y | +54.1% | +275.8% | -221.7% | +16.5% |
| 10Y | +140.6% | +732.0% | -591.4% | +57.0% |
| All | +157.1% | +485.4% | -328.3% | +66.8% |
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