+2,627.5%
NDAQ vs EWJ
+284.7%
+2,342.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +1.3% | +4.0% | -2.7% | -1.7% |
| 30D | +18.0% | -4.3% | +22.2% | +21.4% |
| 3M | +11.5% | -6.8% | +18.3% | +16.8% |
| 6M | +21.1% | -0.9% | +22.0% | +20.0% |
| YTD | +12.8% | +14.3% | -1.5% | -0.6% |
| 1Y | +25.7% | +15.3% | +10.4% | +9.9% |
| 3Y | +116.8% | +65.6% | +51.2% | +40.5% |
| 5Y | +67.3% | +47.5% | +19.8% | +17.5% |
| 10Y | +473.3% | +126.2% | +347.1% | +184.7% |
| All | +2,627.5% | +284.7% | +2,342.8% | +1,055.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling