+349.8%
EWZ vs EWJ
+131.2%
+218.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -5.0% | +3.5% | +3.1% |
| 30D | -24.5% | -10.2% | -14.3% | -16.8% |
| 3M | -10.7% | -7.2% | -3.5% | -4.7% |
| 6M | -19.1% | -3.2% | -15.9% | -17.6% |
| YTD | +1.6% | +9.9% | -8.3% | -8.6% |
| 1Y | +4.3% | +11.0% | -6.7% | -7.1% |
| 3Y | +19.0% | +57.3% | -38.4% | -26.3% |
| 5Y | +57.7% | +41.3% | +16.4% | +6.8% |
| 10Y | +51.3% | +117.5% | -66.1% | -29.1% |
| All | +349.8% | +131.2% | +218.6% | +81.8% |
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 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