+132.9%
C vs EWJ
+138.9%
-6.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | -0.7% |
| 7D | -0.9% | -1.5% | +0.5% | +0.3% |
| 30D | -5.4% | -6.5% | +1.1% | +0.2% |
| 3M | -9.2% | -5.6% | -3.6% | -4.7% |
| 6M | -1.8% | -0.3% | -1.6% | -2.1% |
| YTD | +6.7% | +13.9% | -7.2% | -5.7% |
| 1Y | +23.5% | +14.6% | +9.0% | +8.6% |
| 3Y | +219.8% | +66.6% | +153.1% | +101.7% |
| 5Y | +112.4% | +47.7% | +64.8% | +48.7% |
| 10Y | +220.1% | +126.0% | +94.1% | +64.7% |
| All | +132.9% | +138.9% | -6.0% | +0.3% |
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