-18.2%
META vs EWJ
+26.9%
-45.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +6.0% | +2.9% | +3.2% | +4.7% |
| 30D | +3.6% | +1.1% | +2.5% | +3.1% |
| 3M | +4.9% | +7.1% | -2.2% | +1.4% |
| 6M | -4.7% | +16.2% | -20.9% | -12.6% |
| YTD | -6.9% | +22.0% | -28.9% | -17.0% |
| 1Y | -18.2% | +26.2% | -44.4% | -28.0% |
| All | -18.2% | +26.9% | -45.1% | -28.0% |
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