+1,356.7%
EXC vs EWJ
+156.6%
+1,200.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +0.3% | +2.5% | -2.2% | -0.5% |
| 30D | -3.7% | +3.3% | -7.0% | -4.8% |
| 3M | -1.3% | +5.0% | -6.3% | -3.3% |
| 6M | -9.7% | +11.5% | -21.2% | -13.7% |
| YTD | +2.9% | +22.4% | -19.5% | -4.9% |
| 1Y | +4.4% | +30.2% | -25.8% | -5.8% |
| 3Y | +22.2% | +72.8% | -50.6% | -1.6% |
| 5Y | +46.7% | +54.1% | -7.4% | +22.2% |
| 10Y | +155.3% | +140.6% | +14.7% | +83.1% |
| All | +1,356.7% | +156.6% | +1,200.1% | +773.4% |
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