+61.3%
EWJ vs COMP
-47.7%
+108.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.4% |
| 30D | +3.3% | -13.3% | +16.6% | +4.4% |
| 3M | +5.0% | +41.1% | -36.1% | +1.9% |
| 6M | +11.5% | +17.2% | -5.6% | +9.1% |
| YTD | +22.4% | +5.2% | +17.2% | +20.3% |
| 1Y | +30.2% | +18.9% | +11.3% | +26.4% |
| 3Y | +72.8% | +215.9% | -143.1% | +51.0% |
| 5Y | +54.1% | -31.2% | +85.3% | +40.7% |
| All | +61.3% | -47.7% | +108.9% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling