+3.4%
EXC vs EWJ
+31.1%
-27.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -0.7% | +2.5% | -3.2% | -0.4% |
| 30D | -4.6% | +3.3% | -7.9% | -4.3% |
| 3M | -2.2% | +5.0% | -7.2% | -1.4% |
| 6M | -10.6% | +11.5% | -22.1% | -10.1% |
| YTD | +1.9% | +22.4% | -20.5% | +2.3% |
| 1Y | +3.4% | +30.2% | -26.8% | +4.3% |
| All | +3.4% | +31.1% | -27.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling