+13,164.2%
GOOG vs EWJ
+255.1%
+12,909.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.4% |
| 7D | -1.6% | +1.0% | -2.6% | -2.2% |
| 30D | -7.7% | +1.0% | -8.6% | -8.4% |
| 3M | -9.3% | +7.2% | -16.5% | -14.1% |
| 6M | +7.4% | +13.9% | -6.4% | -2.4% |
| YTD | +4.9% | +20.8% | -15.9% | -9.1% |
| 1Y | +37.2% | +26.4% | +10.8% | +15.1% |
| 3Y | +141.6% | +71.8% | +69.9% | +60.9% |
| 5Y | +128.8% | +49.9% | +78.9% | +68.4% |
| 10Y | +772.7% | +140.0% | +632.8% | +375.5% |
| All | +13,164.2% | +255.1% | +12,909.1% | +5,627.4% |
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