+6,595.9%
LOW vs EWJ
+155.8%
+6,440.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | +0.4% | +2.9% | -2.5% | -1.2% |
| 30D | -10.1% | +1.1% | -11.2% | -10.7% |
| 3M | -2.9% | +7.1% | -10.0% | -7.1% |
| 6M | -19.4% | +16.2% | -35.6% | -26.6% |
| YTD | -15.4% | +22.0% | -37.4% | -25.2% |
| 1Y | -24.9% | +26.2% | -51.1% | -35.1% |
| 3Y | -7.8% | +73.5% | -81.3% | -34.5% |
| 5Y | +8.4% | +52.7% | -44.3% | -17.2% |
| 10Y | +226.8% | +138.5% | +88.3% | +98.4% |
| All | +6,595.9% | +155.8% | +6,440.1% | +3,026.3% |
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 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