+36.5%
EJAN price history and return analytics
+123.2%
-86.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | +1.7% | -1.0% | +2.7% | +2.2% |
| 3M | +3.8% | +3.2% | +0.7% | +2.1% |
| 6M | +7.8% | +12.5% | -4.6% | +1.3% |
| YTD | +9.8% | +14.1% | -4.2% | +2.5% |
| 1Y | +12.3% | +18.9% | -6.7% | +2.4% |
| 3Y | +32.4% | +74.1% | -41.7% | -1.5% |
| 5Y | +21.6% | +66.9% | -45.3% | -8.5% |
| All | +36.5% | +123.2% | -86.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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