+154.7%
EWJ vs NSC
+2,178.2%
-2,023.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +2.9% | -1.5% | +4.4% | +3.3% |
| 30D | +1.1% | -1.9% | +3.0% | +1.6% |
| 3M | +7.1% | +6.2% | +0.9% | +5.0% |
| 6M | +16.2% | +9.2% | +7.0% | +12.7% |
| YTD | +22.0% | +15.0% | +7.0% | +16.5% |
| 1Y | +26.2% | +21.1% | +5.1% | +18.7% |
| 3Y | +73.5% | +78.6% | -5.1% | +43.5% |
| 5Y | +52.7% | +45.9% | +6.8% | +32.3% |
| 10Y | +138.5% | +326.9% | -188.4% | +46.4% |
| All | +154.7% | +2,178.2% | -2,023.4% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling