+52.7%
EWJ vs REPL
-53.9%
+106.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | +2.9% | -5.7% | +8.6% | +3.0% |
| 30D | +1.1% | +22.5% | -21.4% | +0.7% |
| 3M | +7.1% | +64.7% | -57.5% | +5.3% |
| 6M | +16.2% | +83.0% | -66.8% | +11.7% |
| YTD | +22.0% | +52.0% | -30.0% | +17.7% |
| 1Y | +26.2% | +144.5% | -118.3% | +18.9% |
| 3Y | +73.5% | -25.1% | +98.5% | +62.7% |
| 5Y | +52.7% | -52.9% | +105.6% | +45.2% |
| All | +52.7% | -53.9% | +106.6% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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