-10.4%
DOW vs EWJ
+111.3%
-121.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.7% |
| 7D | -2.9% | +2.9% | -5.8% | -5.5% |
| 30D | +2.0% | +1.1% | +0.9% | +0.6% |
| 3M | -12.5% | +7.1% | -19.6% | -19.4% |
| 6M | -9.2% | +16.2% | -25.4% | -24.6% |
| YTD | +30.8% | +22.0% | +8.8% | +2.6% |
| 1Y | +29.4% | +26.2% | +3.2% | -2.3% |
| 3Y | -34.6% | +73.5% | -108.0% | -66.9% |
| 5Y | -35.9% | +52.7% | -88.6% | -61.4% |
| All | -10.4% | +111.3% | -121.7% | -68.4% |
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