+936.4%
NOK vs EWJ
+153.3%
+783.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.8% |
| 7D | +9.3% | +1.0% | +8.4% | +8.4% |
| 30D | +17.9% | +1.0% | +16.9% | +17.0% |
| 3M | -22.3% | +7.2% | -29.5% | -26.0% |
| 6M | +36.4% | +13.9% | +22.5% | +24.1% |
| YTD | +66.3% | +20.8% | +45.5% | +43.5% |
| 1Y | +134.4% | +26.4% | +108.0% | +94.5% |
| 3Y | +186.6% | +71.8% | +114.8% | +81.5% |
| 5Y | +102.7% | +49.9% | +52.8% | +43.9% |
| 10Y | +129.8% | +140.0% | -10.2% | +11.3% |
| All | +936.4% | +153.3% | +783.1% | +314.9% |
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