+2,771.1%
NOW vs EWJ
+238.6%
+2,532.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | -2.4% | +2.5% | -4.9% | -4.3% |
| 30D | +20.5% | +3.3% | +17.2% | +17.3% |
| 3M | +18.3% | +5.0% | +13.4% | +12.4% |
| 6M | +24.1% | +11.5% | +12.5% | +10.6% |
| YTD | -7.8% | +22.4% | -30.2% | -25.1% |
| 1Y | -21.4% | +30.2% | -51.6% | -39.9% |
| 3Y | +19.5% | +72.8% | -53.3% | -31.0% |
| 5Y | +4.1% | +54.1% | -50.1% | -32.9% |
| 10Y | +826.4% | +140.6% | +685.8% | +311.9% |
| All | +2,771.1% | +238.6% | +2,532.6% | +932.5% |
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