+3,582.5%
ASX vs EWJ
+157.6%
+3,424.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +4.8% |
| 7D | +0.8% | -1.9% | +2.7% | +3.9% |
| 30D | -20.4% | -5.3% | -15.1% | -14.9% |
| 3M | -2.1% | -4.3% | +2.2% | +3.8% |
| 6M | +8.2% | +0.4% | +7.8% | +12.0% |
| YTD | +137.3% | +14.7% | +122.6% | +117.7% |
| 1Y | +155.0% | +14.7% | +140.3% | +133.9% |
| 3Y | +397.9% | +66.2% | +331.7% | +231.8% |
| 5Y | +529.2% | +50.2% | +479.1% | +365.9% |
| 10Y | +1,007.5% | +127.1% | +880.4% | +489.8% |
| All | +3,582.5% | +157.6% | +3,424.8% | +1,226.7% |
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