+116.8%
NDAQ vs EWJ
+66.4%
+50.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.3% | +4.0% | -2.7% | -0.1% |
| 30D | +18.0% | -4.3% | +22.2% | +19.5% |
| 3M | +11.5% | -6.8% | +18.3% | +14.0% |
| 6M | +21.1% | -0.9% | +22.0% | +20.6% |
| YTD | +12.8% | +14.3% | -1.5% | +4.9% |
| 1Y | +25.7% | +15.3% | +10.4% | +16.3% |
| 3Y | +116.8% | +65.6% | +51.2% | +64.5% |
| All | +116.8% | +66.4% | +50.4% | +64.5% |
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