+632.8%
LYB vs EWJ
+220.3%
+412.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -2.9% |
| 7D | +0.3% | +0.3% | 0.0% | -0.1% |
| 30D | +2.5% | +0.8% | +1.7% | +1.4% |
| 3M | +1.4% | +7.5% | -6.1% | -6.5% |
| 6M | -3.5% | +15.6% | -19.1% | -19.0% |
| YTD | +52.0% | +22.7% | +29.3% | +19.8% |
| 1Y | +22.1% | +26.4% | -4.4% | -6.9% |
| 3Y | -22.8% | +72.5% | -95.3% | -58.4% |
| 5Y | -3.4% | +52.4% | -55.8% | -41.2% |
| 10Y | +47.4% | +143.8% | -96.5% | -41.8% |
| All | +632.8% | +220.3% | +412.5% | +113.6% |
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