+25.7%
C vs EWJ
+14.0%
+11.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.3% |
| 7D | +4.2% | +4.0% | +0.2% | +1.4% |
| 30D | +2.0% | -4.3% | +6.2% | +5.0% |
| 3M | -10.1% | -6.8% | -3.3% | -5.9% |
| 6M | +1.0% | -0.9% | +1.9% | +1.0% |
| YTD | +8.5% | +14.3% | -5.8% | -4.8% |
| 1Y | +25.7% | +15.3% | +10.4% | +9.7% |
| All | +25.7% | +14.0% | +11.8% | +9.7% |
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