+178.5%
EXE vs EWJ
+57.0%
+121.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -0.3% | +2.5% | -2.8% | -1.3% |
| 30D | +8.5% | +3.3% | +5.2% | +6.8% |
| 3M | +5.5% | +5.0% | +0.5% | +2.7% |
| 6M | -5.9% | +11.5% | -17.4% | -11.4% |
| YTD | -9.7% | +22.4% | -32.1% | -19.7% |
| 1Y | +3.6% | +30.2% | -26.6% | -11.2% |
| 3Y | +18.0% | +72.8% | -54.8% | -17.2% |
| 5Y | +109.4% | +54.1% | +55.3% | +50.2% |
| All | +178.5% | +57.0% | +121.5% | +95.5% |
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 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