+352.2%
EWZ vs EWJ
+136.8%
+215.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | +1.3% | -2.4% | +3.7% | +3.3% |
| 30D | -26.2% | -7.6% | -18.5% | -20.7% |
| 3M | -8.6% | -5.9% | -2.7% | -3.8% |
| 6M | -17.0% | -1.5% | -15.6% | -17.0% |
| YTD | +2.2% | +12.6% | -10.4% | -10.2% |
| 1Y | +2.7% | +12.7% | -10.0% | -9.9% |
| 3Y | +18.2% | +63.1% | -44.9% | -29.2% |
| 5Y | +56.0% | +48.2% | +7.8% | +0.9% |
| 10Y | +60.8% | +123.1% | -62.3% | -26.5% |
| All | +352.2% | +136.8% | +215.4% | +78.7% |
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