+92.9%
QQQ vs EWJ
+73.0%
+19.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.7% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | -1.2% | +0.8% | -2.0% | -1.8% |
| 3M | -0.2% | +7.5% | -7.7% | -5.2% |
| 6M | +17.9% | +15.6% | +2.3% | +6.6% |
| YTD | +16.6% | +22.7% | -6.1% | +0.5% |
| 1Y | +23.0% | +26.4% | -3.4% | +3.6% |
| 3Y | +92.9% | +72.5% | +20.4% | +26.9% |
| All | +92.9% | +73.0% | +19.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling