+11.0%
NEE vs EWJ
+47.6%
-36.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | -3.1% | +0.2% | -3.3% | -3.2% |
| 3M | -2.4% | +8.6% | -11.0% | -5.3% |
| 6M | -8.6% | +12.1% | -20.7% | -12.6% |
| YTD | +4.9% | +20.1% | -15.2% | -2.3% |
| 1Y | +19.4% | +25.2% | -5.8% | +9.4% |
| 3Y | +34.9% | +70.8% | -35.9% | +5.2% |
| 5Y | +11.0% | +49.2% | -38.1% | -14.1% |
| All | +11.0% | +47.6% | -36.6% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling