+57.3%
EWJ vs COMP
+353.8%
-296.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.7% | -0.9% |
| 7D | -5.0% | +13.4% | -18.4% | -6.1% |
| 30D | -10.2% | +11.1% | -21.3% | -11.2% |
| 3M | -7.2% | -18.8% | +11.6% | -5.9% |
| 6M | -3.2% | +10.5% | -13.7% | -4.6% |
| YTD | +9.9% | -3.4% | +13.3% | +8.3% |
| 1Y | +11.0% | +19.7% | -8.7% | +7.6% |
| 3Y | +57.3% | +381.6% | -324.3% | +36.4% |
| All | +57.3% | +353.8% | -296.5% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling