+3,430.2%
EOG vs EWJ
+155.8%
+3,274.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.0% | +2.9% | -4.9% | -3.6% |
| 30D | +7.9% | +1.1% | +6.8% | +7.0% |
| 3M | +4.5% | +7.1% | -2.6% | -0.6% |
| 6M | +12.3% | +16.2% | -3.9% | +0.9% |
| YTD | +41.9% | +22.0% | +19.9% | +23.3% |
| 1Y | +27.8% | +26.2% | +1.6% | +8.7% |
| 3Y | +21.8% | +73.5% | -51.7% | -15.8% |
| 5Y | +174.0% | +52.7% | +121.3% | +103.7% |
| 10Y | +110.4% | +138.5% | -28.1% | +26.3% |
| All | +3,430.2% | +155.8% | +3,274.4% | +1,722.7% |
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 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