+2,388.6%
INTC vs EWJ
+155.8%
+2,232.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.3% | +9.4% | +9.3% |
| 7D | +17.4% | +2.9% | +14.5% | +14.9% |
| 30D | +2.8% | +1.1% | +1.7% | +2.1% |
| 3M | -5.3% | +7.1% | -12.4% | -8.7% |
| 6M | +140.6% | +16.2% | +124.4% | +120.5% |
| YTD | +183.1% | +22.0% | +161.1% | +150.4% |
| 1Y | +326.8% | +26.2% | +300.5% | +268.2% |
| 3Y | +179.4% | +73.5% | +106.0% | +95.3% |
| 5Y | +111.7% | +52.7% | +59.0% | +62.6% |
| 10Y | +253.8% | +138.5% | +115.3% | +105.4% |
| All | +2,388.6% | +155.8% | +2,232.8% | +1,099.6% |
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