+44.2%
EOG vs EWJ
+18.0%
+26.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -4.6% |
| 7D | -8.6% | -1.2% | -7.4% | -9.0% |
| 30D | +2.8% | -5.5% | +8.2% | +0.4% |
| 3M | +3.2% | -0.8% | +3.9% | +3.0% |
| 6M | +5.3% | +7.1% | -1.8% | +8.3% |
| YTD | +44.5% | +16.9% | +27.6% | +48.0% |
| 1Y | +44.2% | +18.2% | +26.0% | +47.5% |
| All | +44.2% | +18.0% | +26.2% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling