-17.1%
NOW vs EWJ
+65.0%
-82.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | -0.6% |
| 7D | -3.1% | -1.5% | -1.6% | -2.5% |
| 30D | -27.0% | -6.5% | -20.5% | -25.2% |
| 3M | -17.7% | -5.6% | -12.1% | -16.0% |
| 6M | +12.7% | -0.3% | +13.0% | +11.9% |
| YTD | -32.9% | +13.9% | -46.8% | -39.1% |
| 1Y | -40.4% | +14.6% | -54.9% | -46.2% |
| 3Y | -17.1% | +66.6% | -83.7% | -42.6% |
| All | -17.1% | +65.0% | -82.1% | -42.6% |
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