+95.1%
META vs EWJ
+56.7%
+38.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -5.0% | +4.2% | +2.6% |
| 30D | -15.4% | -10.2% | -5.2% | -9.1% |
| 3M | +3.5% | -7.2% | +10.8% | +8.7% |
| 6M | -0.3% | -3.2% | +2.9% | +1.1% |
| YTD | -7.3% | +9.9% | -17.2% | -15.4% |
| 1Y | -1.1% | +11.0% | -12.1% | -10.5% |
| 3Y | +95.1% | +57.3% | +37.7% | +34.4% |
| All | +95.1% | +56.7% | +38.3% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling