+161.5%
C vs EWJ
+156.6%
+4.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +3.6% | +2.5% | +1.1% | +1.4% |
| 30D | +0.1% | +3.3% | -3.2% | -2.7% |
| 3M | +2.4% | +5.0% | -2.6% | -2.1% |
| 6M | +24.9% | +11.5% | +13.4% | +13.0% |
| YTD | +19.8% | +22.4% | -2.6% | -0.3% |
| 1Y | +44.9% | +30.2% | +14.7% | +14.0% |
| 3Y | +263.0% | +72.8% | +190.2% | +122.1% |
| 5Y | +129.5% | +54.1% | +75.4% | +55.0% |
| 10Y | +291.6% | +140.6% | +151.0% | +91.0% |
| All | +161.5% | +156.6% | +4.9% | +6.1% |
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