+57.8%
EWZ vs EWJ
+41.8%
+16.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -5.0% | +3.5% | +1.6% |
| 30D | -24.5% | -10.2% | -14.3% | -19.4% |
| 3M | -10.7% | -7.2% | -3.5% | -6.7% |
| 6M | -19.1% | -3.2% | -15.9% | -18.0% |
| YTD | +1.6% | +9.9% | -8.3% | -5.2% |
| 1Y | +4.3% | +11.0% | -6.7% | -3.3% |
| 3Y | +19.0% | +57.3% | -38.4% | -13.1% |
| All | +57.8% | +41.8% | +16.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling