+2.7%
META vs EWJ
+13.3%
-10.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.1% | +3.6% | -0.6% | +1.2% |
| 30D | -18.2% | -6.0% | -12.2% | -15.9% |
| 3M | +7.8% | -6.5% | +14.3% | +11.1% |
| 6M | +3.6% | -0.1% | +3.7% | +3.4% |
| YTD | -5.3% | +13.9% | -19.2% | -13.3% |
| 1Y | +2.7% | +13.1% | -10.4% | -5.7% |
| All | +2.7% | +13.3% | -10.5% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling