+49.9%
EWJ vs SPY
+81.0%
-31.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +1.0% | -0.4% | +1.4% | +1.3% |
| 30D | +1.0% | -1.4% | +2.4% | +2.1% |
| 3M | +7.2% | +3.7% | +3.5% | +4.4% |
| 6M | +13.9% | +13.0% | +0.9% | +4.2% |
| YTD | +20.8% | +12.4% | +8.4% | +11.0% |
| 1Y | +26.4% | +18.5% | +7.8% | +11.8% |
| 3Y | +71.8% | +77.6% | -5.9% | +14.6% |
| 5Y | +49.9% | +81.7% | -31.8% | -1.9% |
| All | +49.9% | +81.0% | -31.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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