+157.6%
ALL vs EWJ
+46.9%
+110.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | -0.1% | -2.4% | +2.2% | +0.3% |
| 30D | +13.8% | -7.6% | +21.4% | +15.5% |
| 3M | -2.8% | -5.9% | +3.1% | -1.8% |
| 6M | +23.7% | -1.5% | +25.1% | +23.0% |
| YTD | +27.3% | +12.6% | +14.7% | +20.6% |
| 1Y | +30.5% | +12.7% | +17.9% | +23.6% |
| 3Y | +113.0% | +63.1% | +49.9% | +69.8% |
| 5Y | +157.6% | +48.2% | +109.3% | +108.2% |
| All | +157.6% | +46.9% | +110.7% | +108.2% |
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 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