+6.8%
NOW vs EWJ
+53.7%
-46.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | -2.4% | +2.5% | -4.9% | -4.1% |
| 30D | +20.5% | +3.3% | +17.2% | +17.5% |
| 3M | +18.3% | +5.0% | +13.4% | +12.9% |
| 6M | +24.1% | +11.5% | +12.5% | +11.2% |
| YTD | -7.8% | +22.4% | -30.2% | -25.3% |
| 1Y | -21.4% | +30.2% | -51.6% | -40.6% |
| 3Y | +19.5% | +72.8% | -53.3% | -37.5% |
| All | +6.8% | +53.7% | -46.9% | -37.8% |
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