+87.3%
EWJ vs NXT
+173.5%
-86.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | +0.8% | -20.0% | +20.8% | +3.0% |
| 3M | +7.5% | -30.7% | +38.2% | +11.0% |
| 6M | +15.6% | -29.0% | +44.6% | +18.5% |
| YTD | +22.7% | -4.8% | +27.6% | +22.5% |
| 1Y | +26.4% | +22.8% | +3.6% | +23.0% |
| 3Y | +72.5% | +93.9% | -21.4% | +57.2% |
| All | +87.3% | +173.5% | -86.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling