+1.4%
AVGO vs EWJ
+26.9%
-25.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -1.7% |
| 7D | +1.1% | +0.3% | +0.9% | +0.9% |
| 30D | -13.0% | +0.8% | -13.8% | -13.6% |
| 3M | -6.0% | +7.5% | -13.5% | -11.9% |
| 6M | +6.4% | +15.6% | -9.2% | -6.1% |
| YTD | +5.0% | +22.7% | -17.8% | -14.0% |
| 1Y | +1.4% | +26.4% | -25.0% | -19.7% |
| All | +1.4% | +26.9% | -25.6% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling