+3,527.9%
O vs EWJ
+156.6%
+3,371.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -0.7% | +2.5% | -3.3% | -1.8% |
| 30D | -1.9% | +3.3% | -5.2% | -3.2% |
| 3M | +3.8% | +5.0% | -1.1% | +1.1% |
| 6M | -4.7% | +11.5% | -16.3% | -9.8% |
| YTD | +12.5% | +22.4% | -9.9% | +2.2% |
| 1Y | +10.8% | +30.2% | -19.4% | -2.1% |
| 3Y | +28.8% | +72.8% | -44.0% | -1.0% |
| 5Y | +13.2% | +54.1% | -40.9% | -9.2% |
| 10Y | +53.5% | +140.6% | -87.2% | +2.5% |
| All | +3,527.9% | +156.6% | +3,371.3% | +2,024.9% |
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