-4.9%
LYB vs EWJ
+50.5%
-55.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -2.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +2.5% | +0.8% | +1.7% | +2.0% |
| 3M | +1.4% | +7.5% | -6.1% | -2.9% |
| 6M | -3.5% | +15.6% | -19.1% | -12.4% |
| YTD | +52.0% | +22.7% | +29.3% | +32.0% |
| 1Y | +22.1% | +26.4% | -4.4% | +3.6% |
| 3Y | -22.8% | +72.5% | -95.3% | -48.7% |
| All | -4.9% | +50.5% | -55.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling