+415.3%
ASX vs EWJ
+41.8%
+373.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -19.9% | -5.0% | -14.9% | -13.0% |
| 30D | -30.9% | -10.2% | -20.6% | -18.6% |
| 3M | -15.1% | -7.2% | -7.8% | -4.1% |
| 6M | -6.5% | -3.2% | -3.3% | +2.6% |
| YTD | +98.4% | +9.9% | +88.5% | +86.0% |
| 1Y | +107.9% | +11.0% | +96.9% | +92.4% |
| 3Y | +325.3% | +57.3% | +268.0% | +151.8% |
| All | +415.3% | +41.8% | +373.6% | +261.5% |
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