+13,503.3%
GOOGL vs EWJ
+258.6%
+13,244.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +1.1% | +2.9% | -1.8% | -0.9% |
| 30D | -4.4% | +1.1% | -5.5% | -5.2% |
| 3M | -6.8% | +7.1% | -13.9% | -11.7% |
| 6M | +13.6% | +16.2% | -2.6% | +1.7% |
| YTD | +8.3% | +22.0% | -13.7% | -6.8% |
| 1Y | +44.9% | +26.2% | +18.7% | +21.7% |
| 3Y | +150.5% | +73.5% | +77.0% | +65.7% |
| 5Y | +137.7% | +52.7% | +85.0% | +72.7% |
| 10Y | +750.9% | +138.5% | +612.4% | +365.3% |
| All | +13,503.3% | +258.6% | +13,244.7% | +5,736.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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