+3,450.7%
JPM vs EWJ
+155.8%
+3,294.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -0.4% | +2.9% | -3.3% | -2.5% |
| 30D | -1.1% | +1.1% | -2.2% | -2.0% |
| 3M | +14.1% | +7.1% | +7.0% | +7.9% |
| 6M | +23.3% | +16.2% | +7.1% | +9.3% |
| YTD | +11.3% | +22.0% | -10.7% | -5.2% |
| 1Y | +23.0% | +26.2% | -3.2% | +2.0% |
| 3Y | +162.6% | +73.5% | +89.1% | +68.6% |
| 5Y | +152.8% | +52.7% | +100.1% | +77.8% |
| 10Y | +583.6% | +138.5% | +445.2% | +253.9% |
| All | +3,450.7% | +155.8% | +3,294.9% | +1,280.8% |
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 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