+99.5%
EWJ vs REPL
-6.0%
+105.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +2.5% | -3.0% | +5.5% | +2.6% |
| 30D | +3.3% | +27.1% | -23.9% | +2.5% |
| 3M | +5.0% | +52.4% | -47.4% | +2.5% |
| 6M | +11.5% | +107.4% | -95.9% | +4.6% |
| YTD | +22.4% | +54.7% | -32.3% | +15.9% |
| 1Y | +30.2% | +158.9% | -128.7% | +18.8% |
| 3Y | +72.8% | -23.7% | +96.5% | +54.1% |
| 5Y | +54.1% | -54.3% | +108.5% | +39.1% |
| All | +99.5% | -6.0% | +105.5% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling