+49.6%
ON vs EWJ
+47.6%
+2.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.3% |
| 7D | -4.7% | -1.5% | -3.2% | -2.5% |
| 30D | -13.5% | +0.2% | -13.7% | -13.7% |
| 3M | -36.3% | +8.6% | -44.9% | -42.7% |
| 6M | +17.8% | +12.1% | +5.6% | +1.9% |
| YTD | +29.6% | +20.1% | +9.5% | +0.6% |
| 1Y | +45.8% | +25.2% | +20.6% | +6.6% |
| 3Y | -28.3% | +70.8% | -99.1% | -69.2% |
| 5Y | +49.6% | +49.2% | +0.5% | -16.2% |
| All | +49.6% | +47.6% | +2.1% | -16.2% |
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