+80.3%
EXE vs EWJ
+47.4%
+32.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +5.3% | +4.0% | +1.4% | +3.7% |
| 30D | -2.2% | -4.3% | +2.1% | -0.6% |
| 3M | -5.9% | -6.8% | +0.9% | -3.5% |
| 6M | -5.7% | -0.9% | -4.8% | -6.3% |
| YTD | -17.8% | +14.3% | -32.1% | -25.0% |
| 1Y | -23.1% | +15.3% | -38.4% | -30.3% |
| 3Y | +21.2% | +65.6% | -44.4% | -15.4% |
| All | +80.3% | +47.4% | +32.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling