+49.5%
EWZ vs EWJ
+72.2%
-22.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.5% | +2.5% | +4.0% | +4.9% |
| 30D | +4.8% | +3.3% | +1.6% | +2.8% |
| 3M | +9.9% | +5.0% | +4.9% | +6.3% |
| 6M | +1.9% | +11.5% | -9.6% | -5.3% |
| YTD | +20.3% | +22.4% | -2.1% | +5.8% |
| 1Y | +35.6% | +30.2% | +5.4% | +15.0% |
| All | +49.5% | +72.2% | -22.7% | +6.0% |
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