-1.6%
F vs EWJ
+14.5%
-16.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -1.5% |
| 7D | -0.6% | -1.5% | +0.8% | +0.1% |
| 30D | +2.9% | -6.5% | +9.4% | +7.1% |
| 3M | -9.5% | -5.6% | -3.9% | -6.4% |
| 6M | +4.0% | -0.3% | +4.3% | +3.3% |
| YTD | -1.3% | +13.9% | -15.2% | -10.1% |
| All | -1.6% | +14.5% | -16.1% | -10.5% |
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 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