-25.7%
NOW vs EWJ
+47.4%
-73.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | -1.9% |
| 7D | -3.1% | -1.5% | -1.6% | -2.0% |
| 30D | -27.0% | -6.5% | -20.5% | -23.4% |
| 3M | -17.7% | -5.6% | -12.1% | -14.5% |
| 6M | +12.7% | -0.3% | +13.0% | +10.9% |
| YTD | -32.9% | +13.9% | -46.8% | -42.9% |
| 1Y | -40.4% | +14.6% | -54.9% | -49.8% |
| 3Y | -17.1% | +66.6% | -83.7% | -56.9% |
| 5Y | -25.7% | +47.7% | -73.3% | -53.7% |
| All | -25.7% | +47.4% | -73.1% | -53.7% |
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