+20.3%
EXE vs EWJ
+70.3%
-50.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.7% | +1.0% | -3.7% | -2.9% |
| 30D | -0.4% | +1.0% | -1.4% | -0.7% |
| 3M | +9.5% | +7.2% | +2.3% | +7.1% |
| 6M | -9.3% | +13.9% | -23.2% | -13.3% |
| YTD | -10.9% | +20.8% | -31.7% | -17.4% |
| 1Y | +4.3% | +26.4% | -22.1% | -5.3% |
| All | +20.3% | +70.3% | -50.0% | -7.3% |
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 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