+9.1%
IR vs EWJ
+18.0%
-8.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.4% |
| 7D | +11.6% | -1.2% | +12.8% | +12.4% |
| 30D | +7.2% | -5.5% | +12.6% | +11.3% |
| 3M | -5.9% | -0.8% | -5.1% | -5.6% |
| 6M | +11.5% | +7.1% | +4.4% | +4.2% |
| YTD | +6.3% | +16.9% | -10.5% | -10.1% |
| 1Y | +9.1% | +18.2% | -9.1% | -8.4% |
| All | +9.1% | +18.0% | -8.9% | -8.4% |
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 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