+27.0%
NFLX vs EWJ
+48.4%
-21.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | -8.1% | +1.0% | -9.1% | -8.7% |
| 30D | -0.3% | +1.0% | -1.3% | -1.1% |
| 3M | -6.6% | +7.2% | -13.8% | -11.8% |
| 6M | -22.7% | +13.9% | -36.6% | -30.8% |
| YTD | -18.9% | +20.8% | -39.7% | -31.5% |
| 1Y | -39.8% | +26.4% | -66.2% | -51.4% |
| 3Y | +71.7% | +71.8% | -0.1% | -1.7% |
| All | +27.0% | +48.4% | -21.5% | -27.0% |
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