+3,418.0%
O vs EWJ
+139.6%
+3,278.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -0.4% | +4.0% | -4.3% | -2.0% |
| 30D | +7.1% | -4.3% | +11.4% | +8.9% |
| 3M | -5.2% | -6.8% | +1.6% | -2.7% |
| 6M | -1.8% | -0.9% | -0.9% | -2.3% |
| YTD | +9.1% | +14.3% | -5.2% | +1.7% |
| 1Y | +9.7% | +15.3% | -5.6% | +1.8% |
| 3Y | +39.1% | +65.6% | -26.5% | +8.7% |
| 5Y | +8.4% | +47.5% | -39.1% | -11.6% |
| 10Y | +80.2% | +126.2% | -46.0% | +23.1% |
| All | +3,418.0% | +139.6% | +3,278.4% | +2,014.7% |
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 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