+65.6%
EWJ vs CAPR
+239.1%
-173.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.3% |
| 7D | +4.0% | +5.9% | -1.9% | +3.9% |
| 30D | -4.3% | +44.6% | -48.9% | -4.4% |
| 3M | -6.8% | +126.4% | -133.2% | -7.2% |
| 6M | -0.9% | -68.6% | +67.7% | -0.7% |
| YTD | +14.3% | -67.0% | +81.2% | +14.4% |
| 1Y | +15.3% | +65.2% | -49.9% | +13.5% |
| 3Y | +65.6% | +235.6% | -169.9% | +65.2% |
| All | +65.6% | +239.1% | -173.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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