+107.3%
META vs EWJ
+72.3%
+35.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +6.7% | +2.5% | +4.2% | +4.9% |
| 30D | +4.8% | +3.3% | +1.5% | +2.5% |
| 3M | -1.6% | +5.0% | -6.6% | -5.3% |
| 6M | -7.5% | +11.5% | -19.0% | -15.2% |
| YTD | -6.4% | +22.4% | -28.8% | -20.6% |
| 1Y | -17.3% | +30.2% | -47.6% | -33.6% |
| All | +107.3% | +72.3% | +35.0% | +30.3% |
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 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