+26.0%
IR vs EWJ
+64.1%
-38.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.3% |
| 7D | +1.5% | -2.4% | +3.9% | +3.2% |
| 30D | +9.0% | -7.6% | +16.7% | +15.3% |
| 3M | -0.9% | -5.9% | +5.0% | +3.3% |
| 6M | +13.4% | -1.5% | +14.9% | +13.6% |
| YTD | +8.5% | +12.6% | -4.1% | -2.0% |
| 1Y | +11.3% | +12.7% | -1.4% | +0.4% |
| 3Y | +26.0% | +63.1% | -37.1% | -9.1% |
| All | +26.0% | +64.1% | -38.1% | -9.1% |
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