+158.8%
B vs EWJ
+50.3%
+108.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.8% |
| 7D | +1.0% | +1.0% | 0.0% | +0.3% |
| 30D | +9.5% | +1.0% | +8.5% | +8.7% |
| 3M | +14.3% | +7.2% | +7.1% | +9.2% |
| 6M | -1.9% | +13.9% | -15.8% | -9.3% |
| YTD | +4.1% | +20.8% | -16.7% | -6.7% |
| 1Y | +56.1% | +26.4% | +29.7% | +36.5% |
| 3Y | +202.0% | +71.8% | +130.3% | +121.0% |
| 5Y | +158.8% | +49.9% | +108.9% | +64.5% |
| All | +158.8% | +50.3% | +108.5% | +64.5% |
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