+1,885.7%
NI vs EWJ
+153.3%
+1,732.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | +1.3% | +1.0% | +0.3% | +0.9% |
| 30D | -0.3% | +1.0% | -1.3% | -0.6% |
| 3M | -9.5% | +7.2% | -16.7% | -11.9% |
| 6M | -10.2% | +13.9% | -24.1% | -14.7% |
| YTD | +1.8% | +20.8% | -19.0% | -5.4% |
| 1Y | +5.7% | +26.4% | -20.7% | -3.3% |
| 3Y | +69.6% | +71.8% | -2.1% | +37.9% |
| 5Y | +95.8% | +49.9% | +45.9% | +65.8% |
| 10Y | +145.1% | +140.0% | +5.1% | +76.3% |
| All | +1,885.7% | +153.3% | +1,732.4% | +1,138.2% |
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