+59.9%
EWJ vs PL
+75.7%
-15.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | +1.0% | -13.9% | +14.9% | +2.1% |
| 30D | +1.0% | -25.5% | +26.4% | +3.2% |
| 3M | +7.2% | -44.8% | +52.0% | +11.6% |
| 6M | +13.9% | -33.3% | +47.2% | +15.5% |
| YTD | +20.8% | -12.7% | +33.5% | +19.4% |
| 1Y | +26.4% | +90.9% | -64.5% | +16.4% |
| 3Y | +71.8% | +528.5% | -456.7% | +35.6% |
| 5Y | +49.9% | +72.7% | -22.8% | +23.6% |
| All | +59.9% | +75.7% | -15.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling