+63.9%
EWJ vs S
-56.8%
+120.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.5% | -7.7% | +10.2% | +3.3% |
| 30D | +3.3% | -5.3% | +8.6% | +3.6% |
| 3M | +5.0% | +20.3% | -15.3% | +2.7% |
| 6M | +11.5% | +47.4% | -35.8% | +6.5% |
| YTD | +22.4% | +32.5% | -10.1% | +17.9% |
| 1Y | +30.2% | +9.5% | +20.7% | +27.5% |
| 3Y | +72.8% | +15.5% | +57.3% | +65.3% |
| 5Y | +54.1% | -71.2% | +125.3% | +55.4% |
| All | +63.9% | -56.8% | +120.7% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling