+21.3%
EXC vs EWJ
+73.3%
-52.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.2% | +2.9% | -1.6% | +1.2% |
| 30D | -2.7% | +1.1% | -3.8% | -2.7% |
| 3M | -1.0% | +7.1% | -8.1% | -1.2% |
| 6M | -9.3% | +16.2% | -25.5% | -10.2% |
| YTD | +3.6% | +22.0% | -18.4% | +2.0% |
| 1Y | +5.9% | +26.2% | -20.3% | +3.9% |
| 3Y | +21.3% | +73.5% | -52.2% | +5.2% |
| All | +21.3% | +73.3% | -52.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling