+73.5%
EWJ vs S
+13.8%
+59.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.1% |
| 7D | +2.9% | -5.8% | +8.7% | +3.5% |
| 30D | +1.1% | -9.2% | +10.3% | +1.9% |
| 3M | +7.1% | +23.4% | -16.3% | +4.1% |
| 6M | +16.2% | +36.9% | -20.7% | +10.9% |
| YTD | +22.0% | +29.5% | -7.5% | +16.9% |
| 1Y | +26.2% | +5.4% | +20.8% | +23.8% |
| 3Y | +73.5% | +14.7% | +58.8% | +62.5% |
| All | +73.5% | +13.8% | +59.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling