+57.3%
EWJ vs PL
+455.3%
-398.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.8% |
| 7D | -5.0% | -6.8% | +1.8% | -4.6% |
| 30D | -10.2% | -29.3% | +19.1% | -8.0% |
| 3M | -7.2% | -44.8% | +37.5% | -3.3% |
| 6M | -3.2% | -68.4% | +65.2% | +4.1% |
| YTD | +9.9% | -36.4% | +46.3% | +11.0% |
| 1Y | +11.0% | +0.7% | +10.2% | +7.4% |
| 3Y | +57.3% | +455.3% | -398.0% | +21.9% |
| All | +57.3% | +455.3% | -398.0% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling