+2,343.7%
ALL vs EWJ
+156.6%
+2,187.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | 0.0% | +2.5% | -2.5% | -1.2% |
| 30D | -1.5% | +3.3% | -4.8% | -3.2% |
| 3M | +23.6% | +5.0% | +18.6% | +19.3% |
| 6M | +22.3% | +11.5% | +10.8% | +13.8% |
| YTD | +26.5% | +22.4% | +4.1% | +11.6% |
| 1Y | +27.0% | +30.2% | -3.2% | +8.1% |
| 3Y | +149.6% | +72.8% | +76.8% | +79.2% |
| 5Y | +118.1% | +54.1% | +64.0% | +65.1% |
| 10Y | +369.0% | +140.6% | +228.4% | +180.7% |
| All | +2,343.7% | +156.6% | +2,187.1% | +1,112.0% |
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