-8.8%
IR vs EWJ
+24.8%
-33.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -3.1% | -1.5% | -1.6% | -2.1% |
| 30D | -14.0% | +0.2% | -14.2% | -14.1% |
| 3M | +3.7% | +8.6% | -4.9% | -2.8% |
| 6M | -15.4% | +12.1% | -27.5% | -23.0% |
| YTD | -7.7% | +20.1% | -27.8% | -20.7% |
| 1Y | -8.8% | +25.2% | -34.0% | -23.8% |
| All | -8.8% | +24.8% | -33.6% | -23.8% |
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