+406.2%
ASX vs EWJ
+72.2%
+334.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -3.8% |
| 30D | +2.0% | +3.3% | -1.3% | -1.9% |
| 3M | -1.3% | +5.0% | -6.3% | -5.3% |
| 6M | +71.4% | +11.5% | +59.9% | +54.4% |
| YTD | +135.3% | +22.4% | +112.9% | +90.9% |
| 1Y | +267.5% | +30.2% | +237.3% | +178.5% |
| All | +406.2% | +72.2% | +334.0% | +181.6% |
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