+24.4%
EW vs EWJ
+14.0%
+10.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.9% | +4.0% | +0.9% | +4.0% |
| 30D | +23.9% | -4.3% | +28.2% | +25.0% |
| 3M | +15.8% | -6.8% | +22.6% | +17.5% |
| 6M | +31.7% | -0.9% | +32.5% | +30.9% |
| YTD | +25.7% | +14.3% | +11.4% | +17.1% |
| 1Y | +24.4% | +15.3% | +9.1% | +14.8% |
| All | +24.4% | +14.0% | +10.5% | +14.8% |
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