-29.4%
EW vs EWJ
+50.3%
-79.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -5.1% | +1.0% | -6.1% | -5.6% |
| 30D | -6.4% | +1.0% | -7.3% | -6.9% |
| 3M | -1.6% | +7.2% | -8.8% | -5.7% |
| 6M | +2.3% | +13.9% | -11.6% | -5.6% |
| YTD | +1.1% | +20.8% | -19.7% | -10.4% |
| 1Y | +8.0% | +26.4% | -18.4% | -7.1% |
| 3Y | +16.3% | +71.8% | -55.4% | -21.5% |
| 5Y | -29.4% | +49.9% | -79.3% | -45.5% |
| All | -29.4% | +50.3% | -79.7% | -45.5% |
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