+432.5%
EWZ vs EWJ
+157.5%
+275.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.1% |
| 7D | +6.5% | +2.5% | +4.0% | +4.0% |
| 30D | +4.8% | +3.3% | +1.6% | +1.5% |
| 3M | +9.9% | +5.0% | +4.9% | +4.1% |
| 6M | +1.9% | +11.5% | -9.6% | -8.9% |
| YTD | +20.3% | +22.4% | -2.1% | -1.8% |
| 1Y | +35.6% | +30.2% | +5.4% | +4.1% |
| 3Y | +43.4% | +72.8% | -29.4% | -18.4% |
| 5Y | +55.9% | +54.1% | +1.8% | -2.1% |
| 10Y | +84.2% | +140.6% | -56.5% | -21.1% |
| All | +432.5% | +157.5% | +275.0% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling