+153.7%
ALL vs EWJ
+73.3%
+80.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -1.7% | +2.9% | -4.6% | -1.8% |
| 30D | -4.7% | +1.1% | -5.8% | -4.7% |
| 3M | +18.4% | +7.1% | +11.3% | +17.7% |
| 6M | +20.5% | +16.2% | +4.3% | +17.9% |
| YTD | +23.5% | +22.0% | +1.6% | +19.1% |
| 1Y | +29.0% | +26.2% | +2.8% | +23.2% |
| 3Y | +153.7% | +73.5% | +80.3% | +119.2% |
| All | +153.7% | +73.3% | +80.4% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling