+128.3%
B vs EWJ
+138.9%
-10.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.9% |
| 7D | +11.3% | -1.5% | +12.8% | +11.9% |
| 30D | +2.9% | -6.5% | +9.5% | +5.5% |
| 3M | -2.9% | -5.6% | +2.7% | -0.8% |
| 6M | -1.2% | -0.3% | -0.9% | -0.7% |
| YTD | -1.3% | +13.9% | -15.2% | -4.9% |
| 1Y | +30.4% | +14.6% | +15.9% | +25.5% |
| 3Y | +195.3% | +66.6% | +128.6% | +150.4% |
| 5Y | +146.2% | +47.7% | +98.6% | +116.1% |
| 10Y | +200.5% | +126.0% | +74.5% | +126.7% |
| All | +128.3% | +138.9% | -10.6% | +37.9% |
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