+70.7%
NFLX vs EWJ
+70.3%
+0.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -8.1% | +1.0% | -9.1% | -8.4% |
| 30D | -0.3% | +1.0% | -1.3% | -0.7% |
| 3M | -6.6% | +7.2% | -13.8% | -9.3% |
| 6M | -22.7% | +13.9% | -36.6% | -27.1% |
| YTD | -18.9% | +20.8% | -39.7% | -26.2% |
| 1Y | -39.8% | +26.4% | -66.2% | -46.7% |
| All | +70.7% | +70.3% | +0.5% | +29.1% |
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 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