+254.2%
F vs EWJ
+156.6%
+97.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +5.3% | +2.5% | +2.8% | +3.6% |
| 30D | +4.6% | +3.3% | +1.3% | +2.3% |
| 3M | -3.7% | +5.0% | -8.6% | -7.2% |
| 6M | +16.8% | +11.5% | +5.3% | +8.1% |
| YTD | +15.3% | +22.4% | -7.1% | +0.1% |
| 1Y | +31.0% | +30.2% | +0.8% | +9.0% |
| 3Y | +45.4% | +72.8% | -27.4% | -0.9% |
| 5Y | +54.7% | +54.1% | +0.5% | +15.1% |
| 10Y | +98.2% | +140.6% | -42.4% | +14.3% |
| All | +254.2% | +156.6% | +97.6% | +58.2% |
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 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