+67.6%
EWZ vs EWJ
+51.7%
+15.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +5.6% | +2.9% | +2.7% | +3.7% |
| 30D | +9.3% | +1.1% | +8.2% | +8.4% |
| 3M | +15.7% | +7.1% | +8.6% | +10.3% |
| 6M | +7.4% | +16.2% | -8.8% | -3.0% |
| YTD | +22.7% | +22.0% | +0.7% | +7.2% |
| 1Y | +36.4% | +26.2% | +10.2% | +16.6% |
| 3Y | +50.4% | +73.5% | -23.1% | +2.8% |
| 5Y | +67.6% | +52.7% | +14.9% | +30.4% |
| All | +67.6% | +51.7% | +15.9% | +30.4% |
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