-35.5%
DOW vs EWJ
+47.6%
-83.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -4.1% | +0.2% | -4.2% | -4.3% |
| 3M | -12.4% | +8.6% | -21.0% | -17.6% |
| 6M | -10.6% | +12.1% | -22.8% | -18.8% |
| YTD | +31.1% | +20.1% | +11.0% | +13.0% |
| 1Y | +30.5% | +25.2% | +5.3% | +9.0% |
| 3Y | -34.4% | +70.8% | -105.2% | -57.5% |
| 5Y | -35.5% | +49.2% | -84.7% | -55.7% |
| All | -35.5% | +47.6% | -83.1% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling