+13,818.0%
COST vs EWJ
+153.3%
+13,664.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | -2.8% | +1.0% | -3.8% | -3.2% |
| 30D | -5.3% | +1.0% | -6.3% | -5.7% |
| 3M | -6.7% | +7.2% | -13.9% | -9.8% |
| 6M | -9.9% | +13.9% | -23.8% | -15.6% |
| YTD | +5.1% | +20.8% | -15.7% | -4.1% |
| 1Y | -7.3% | +26.4% | -33.7% | -17.3% |
| 3Y | +70.4% | +71.8% | -1.4% | +31.9% |
| 5Y | +104.4% | +49.9% | +54.5% | +67.1% |
| 10Y | +609.0% | +140.0% | +469.0% | +371.2% |
| All | +13,818.0% | +153.3% | +13,664.7% | +6,972.5% |
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