+68.5%
COST vs EWJ
+73.0%
-4.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -4.7% | +0.8% | -5.5% | -4.9% |
| 3M | -7.1% | +7.5% | -14.6% | -8.7% |
| 6M | -8.5% | +15.6% | -24.1% | -12.2% |
| YTD | +5.4% | +22.7% | -17.4% | -1.1% |
| 1Y | -5.6% | +26.4% | -32.0% | -12.5% |
| 3Y | +68.5% | +72.5% | -4.0% | +37.8% |
| All | +68.5% | +73.0% | -4.5% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling