+14.0%
EWJ vs COMP
+25.5%
-11.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.0% | +2.9% |
| 7D | -1.5% | +14.5% | -16.0% | -3.1% |
| 30D | -6.5% | +14.9% | -21.4% | -8.2% |
| 3M | -5.6% | -14.2% | +8.6% | -4.3% |
| 6M | -0.3% | +23.7% | -24.0% | -3.6% |
| YTD | +13.9% | +2.1% | +11.8% | +8.7% |
| All | +14.0% | +25.5% | -11.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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