+50.4%
EWJ vs NSC
+42.7%
+7.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +0.3% | -2.8% | +3.1% | +1.0% |
| 30D | +0.8% | -4.5% | +5.3% | +2.0% |
| 3M | +7.5% | +3.5% | +4.0% | +6.2% |
| 6M | +15.6% | +8.5% | +7.1% | +12.3% |
| YTD | +22.7% | +12.3% | +10.4% | +18.0% |
| 1Y | +26.4% | +18.9% | +7.5% | +19.6% |
| 3Y | +72.5% | +74.1% | -1.6% | +42.8% |
| All | +50.4% | +42.7% | +7.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling