+156.3%
EWJ vs NYT
+572.9%
-416.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +0.8% | +4.6% | -3.8% | -0.1% |
| 3M | +7.5% | -9.6% | +17.1% | +9.0% |
| 6M | +15.6% | -14.0% | +29.6% | +18.1% |
| YTD | +22.7% | -2.8% | +25.6% | +22.3% |
| 1Y | +26.4% | +15.6% | +10.8% | +21.6% |
| 3Y | +72.5% | +56.3% | +16.2% | +54.7% |
| 5Y | +52.4% | +39.5% | +12.9% | +37.1% |
| 10Y | +143.8% | +488.0% | -344.2% | +58.0% |
| All | +156.3% | +572.9% | -416.6% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling