+15.5%
GE vs EWJ
+26.9%
-11.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.7% |
| 7D | -4.0% | +0.3% | -4.3% | -4.2% |
| 30D | -11.4% | +0.8% | -12.2% | -12.0% |
| 3M | -2.6% | +7.5% | -10.1% | -8.1% |
| 6M | -0.3% | +15.6% | -15.9% | -11.4% |
| YTD | +5.4% | +22.7% | -17.4% | -10.8% |
| 1Y | +15.5% | +26.4% | -10.9% | -3.3% |
| All | +15.5% | +26.9% | -11.4% | -3.3% |
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