+15.9%
EW vs EWJ
+69.3%
-53.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -3.4% | -1.5% | -1.9% | -2.8% |
| 30D | -7.4% | +0.2% | -7.5% | -7.5% |
| 3M | +0.9% | +8.6% | -7.7% | -2.6% |
| 6M | +1.2% | +12.1% | -11.0% | -3.7% |
| YTD | +1.8% | +20.1% | -18.3% | -6.1% |
| 1Y | +10.8% | +25.2% | -14.3% | +0.4% |
| All | +15.9% | +69.3% | -53.4% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling