+195.3%
B vs EWJ
+65.0%
+130.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +1.2% |
| 7D | +11.3% | -1.5% | +12.8% | +12.4% |
| 30D | +2.9% | -6.5% | +9.5% | +8.7% |
| 3M | -2.9% | -5.6% | +2.7% | +1.8% |
| 6M | -1.2% | -0.3% | -0.9% | -0.5% |
| YTD | -1.3% | +13.9% | -15.2% | -8.6% |
| 1Y | +30.4% | +14.6% | +15.9% | +20.4% |
| 3Y | +195.3% | +66.6% | +128.6% | +105.0% |
| All | +195.3% | +65.0% | +130.3% | +105.0% |
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 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