+7,692.7%
EW vs EWJ
+133.5%
+7,559.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +4.9% | +4.0% | +0.9% | +3.2% |
| 30D | +23.9% | -4.3% | +28.2% | +26.1% |
| 3M | +15.8% | -6.8% | +22.6% | +18.9% |
| 6M | +31.7% | -0.9% | +32.5% | +31.3% |
| YTD | +25.7% | +14.3% | +11.4% | +17.5% |
| 1Y | +24.4% | +15.3% | +9.1% | +15.8% |
| 3Y | +65.9% | +65.6% | +0.2% | +30.8% |
| 5Y | -7.6% | +47.5% | -55.1% | -23.5% |
| 10Y | +253.2% | +126.2% | +127.0% | +150.4% |
| All | +7,692.7% | +133.5% | +7,559.2% | +4,661.6% |
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