+25.3%
F vs EWJ
+26.9%
-1.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | +1.2% | +2.9% | -1.7% | -0.6% |
| 30D | +1.2% | +1.1% | +0.1% | +0.5% |
| 3M | -5.7% | +7.1% | -12.8% | -10.2% |
| 6M | +17.9% | +16.2% | +1.8% | +6.0% |
| YTD | +10.4% | +22.0% | -11.6% | -3.3% |
| 1Y | +25.3% | +26.2% | -0.9% | +7.2% |
| All | +25.3% | +26.9% | -1.5% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling