-34.9%
DOW vs EWJ
+70.3%
-105.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -6.0% | +1.0% | -7.0% | -6.5% |
| 30D | -2.7% | +1.0% | -3.7% | -3.3% |
| 3M | -10.5% | +7.2% | -17.7% | -14.2% |
| 6M | -12.4% | +13.9% | -26.3% | -20.0% |
| YTD | +30.0% | +20.8% | +9.2% | +13.6% |
| 1Y | +27.8% | +26.4% | +1.4% | +8.0% |
| All | -34.9% | +70.3% | -105.1% | -56.2% |
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