+222.9%
EWY vs EWJ
+73.0%
+149.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +0.6% |
| 7D | -0.1% | +0.3% | -0.4% | -0.4% |
| 30D | +7.3% | +0.8% | +6.5% | +6.5% |
| 3M | -5.1% | +7.5% | -12.6% | -11.0% |
| 6M | +42.1% | +15.6% | +26.5% | +26.8% |
| YTD | +94.1% | +22.7% | +71.4% | +66.5% |
| 1Y | +147.8% | +26.4% | +121.4% | +107.9% |
| 3Y | +222.9% | +72.5% | +150.4% | +109.8% |
| All | +222.9% | +73.0% | +149.9% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling