+291.3%
IR vs EWJ
+126.4%
+164.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | -2.8% | +2.5% | -5.3% | -5.2% |
| 30D | -15.1% | +3.3% | -18.4% | -17.9% |
| 3M | +6.1% | +5.0% | +1.1% | +0.2% |
| 6M | -16.8% | +11.5% | -28.4% | -26.2% |
| YTD | -3.5% | +22.4% | -25.9% | -22.3% |
| 1Y | -3.5% | +30.2% | -33.7% | -27.4% |
| 3Y | +9.5% | +72.8% | -63.3% | -40.6% |
| 5Y | +45.1% | +54.1% | -9.1% | -10.3% |
| All | +291.3% | +126.4% | +164.9% | +68.6% |
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