+2,439.3%
MAR vs EWJ
+267.4%
+2,171.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -1.7% | +2.9% | -4.6% | -3.5% |
| 30D | -6.9% | +1.1% | -8.0% | -7.6% |
| 3M | -15.8% | +7.1% | -22.9% | -19.8% |
| 6M | +1.9% | +16.2% | -14.2% | -8.0% |
| YTD | +6.6% | +22.0% | -15.4% | -6.9% |
| 1Y | +23.7% | +26.2% | -2.5% | +5.5% |
| 3Y | +64.6% | +73.5% | -8.9% | +13.8% |
| 5Y | +156.4% | +52.7% | +103.7% | +92.9% |
| 10Y | +415.4% | +138.5% | +276.9% | +204.4% |
| All | +2,439.3% | +267.4% | +2,171.9% | +1,050.9% |
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