+201.1%
F vs EWJ
+136.0%
+65.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | +1.0% | -2.4% | +3.3% | +2.4% |
| 30D | +2.1% | -7.6% | +9.8% | +7.5% |
| 3M | -10.3% | -5.9% | -4.4% | -6.8% |
| 6M | +3.3% | -1.5% | +4.7% | +3.6% |
| YTD | -2.0% | +12.6% | -14.5% | -10.2% |
| 1Y | -2.3% | +12.7% | -15.0% | -10.6% |
| 3Y | +49.9% | +63.1% | -13.2% | +6.0% |
| 5Y | -12.5% | +48.2% | -60.7% | -33.2% |
| 10Y | +74.3% | +123.1% | -48.9% | +5.5% |
| All | +201.1% | +136.0% | +65.1% | +41.9% |
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