+322.4%
NET vs EWJ
+66.7%
+255.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -3.6% |
| 7D | -16.4% | -1.2% | -15.2% | -15.5% |
| 30D | -25.8% | -5.5% | -20.4% | -22.6% |
| 3M | -11.5% | -0.8% | -10.7% | -11.0% |
| 6M | +18.9% | +7.1% | +11.8% | +12.1% |
| YTD | +35.2% | +16.9% | +18.3% | +17.2% |
| 1Y | +14.5% | +18.2% | -3.7% | -1.8% |
| All | +322.4% | +66.7% | +255.7% | +153.5% |
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