+8.5%
IR vs EWJ
+73.3%
-64.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +0.6% | +2.9% | -2.2% | -1.4% |
| 30D | -13.6% | +1.1% | -14.7% | -14.3% |
| 3M | +3.7% | +7.1% | -3.4% | -1.9% |
| 6M | -13.1% | +16.2% | -29.2% | -22.8% |
| YTD | -5.1% | +22.0% | -27.1% | -19.0% |
| 1Y | -6.5% | +26.2% | -32.7% | -22.3% |
| 3Y | +8.5% | +73.5% | -64.9% | -30.3% |
| All | +8.5% | +73.3% | -64.8% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling