+45.2%
NU vs EWJ
+59.8%
-14.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.1% |
| 7D | -2.6% | +1.0% | -3.6% | -3.6% |
| 30D | +8.2% | +1.0% | +7.2% | +7.1% |
| 3M | +26.3% | +7.2% | +19.0% | +16.5% |
| 6M | +2.2% | +13.9% | -11.6% | -12.3% |
| YTD | -10.4% | +20.8% | -31.2% | -28.9% |
| 1Y | -3.0% | +26.4% | -29.4% | -27.1% |
| 3Y | +120.3% | +71.8% | +48.5% | +7.8% |
| All | +45.2% | +59.8% | -14.6% | -9.3% |
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