+26.4%
EWJ vs NYT
+17.8%
+8.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +0.8% | +4.6% | -3.8% | +0.9% |
| 3M | +7.5% | -9.6% | +17.1% | +7.3% |
| 6M | +15.6% | -14.0% | +29.6% | +16.0% |
| YTD | +22.7% | -2.8% | +25.6% | +23.2% |
| 1Y | +26.4% | +15.6% | +10.8% | +23.4% |
| All | +26.4% | +17.8% | +8.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling