+195.6%
EQT vs EWJ
+47.3%
+148.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -1.2% | -1.5% | +0.3% | -0.4% |
| 30D | +1.1% | +0.2% | +0.9% | +0.9% |
| 3M | +4.8% | +8.6% | -3.8% | -0.9% |
| 6M | -10.6% | +12.1% | -22.7% | -17.7% |
| YTD | +3.4% | +20.1% | -16.7% | -9.9% |
| 1Y | +8.7% | +25.2% | -16.5% | -8.2% |
| 3Y | +35.0% | +70.8% | -35.8% | -13.0% |
| All | +195.6% | +47.3% | +148.3% | +97.5% |
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 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