+60.8%
EWJ vs S
-56.9%
+117.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.5% | +0.1% | -1.5% | -1.5% |
| 30D | +0.2% | -11.8% | +12.0% | +1.2% |
| 3M | +8.6% | +33.9% | -25.3% | +5.2% |
| 6M | +12.1% | +40.1% | -28.0% | +7.7% |
| YTD | +20.1% | +32.1% | -12.0% | +15.8% |
| 1Y | +25.2% | +11.0% | +14.1% | +22.4% |
| 3Y | +70.8% | +16.9% | +53.8% | +63.2% |
| 5Y | +49.2% | -68.9% | +118.1% | +50.0% |
| All | +60.8% | -56.9% | +117.7% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling