+2,368.3%
ALL vs EWJ
+140.6%
+2,227.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.6% |
| 7D | -2.6% | -1.9% | -0.7% | -1.8% |
| 30D | +12.7% | -5.3% | +18.1% | +15.6% |
| 3M | +0.4% | -4.3% | +4.7% | +2.1% |
| 6M | +23.8% | +0.4% | +23.4% | +21.6% |
| YTD | +27.8% | +14.7% | +13.1% | +16.0% |
| 1Y | +28.9% | +14.7% | +14.2% | +16.9% |
| 3Y | +113.9% | +66.2% | +47.7% | +56.0% |
| 5Y | +157.4% | +50.2% | +107.2% | +96.4% |
| 10Y | +369.0% | +127.1% | +241.9% | +187.9% |
| All | +2,368.3% | +140.6% | +2,227.7% | +1,159.4% |
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